+280.0%
TSM vs AFRM
-25.4%
+305.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.9% |
| 7D | +4.4% | -10.3% | +14.7% | +6.0% |
| 30D | -7.0% | -13.7% | +6.7% | -5.2% |
| 3M | -1.8% | -11.6% | +9.8% | -0.6% |
| 6M | +2.7% | +2.1% | +0.6% | +1.8% |
| YTD | +37.1% | -8.9% | +45.9% | +36.8% |
| 1Y | +43.5% | -9.7% | +53.2% | +43.1% |
| 3Y | +341.5% | +202.5% | +139.1% | +256.9% |
| 5Y | +278.9% | -55.3% | +334.2% | +222.7% |
| All | +280.0% | -25.4% | +305.3% | +207.1% |
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