+264.5%
TSM vs AFRM
-27.4%
+291.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.4% |
| 7D | -2.1% | -8.4% | +6.3% | -0.9% |
| 30D | -12.5% | -18.3% | +5.7% | -10.3% |
| 3M | -5.0% | -12.7% | +7.7% | -3.7% |
| 6M | -3.2% | +3.0% | -6.2% | -4.1% |
| YTD | +31.5% | -11.4% | +42.9% | +31.7% |
| 1Y | +35.7% | -13.3% | +49.0% | +36.1% |
| 3Y | +323.5% | +194.0% | +129.5% | +243.6% |
| 5Y | +263.4% | -50.6% | +314.0% | +206.7% |
| All | +264.5% | -27.4% | +291.9% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling