+42.8%
TSM vs AFRM
-16.7%
+59.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +6.2% | -4.4% | +10.6% | +7.2% |
| 30D | -7.3% | -7.7% | +0.4% | -5.6% |
| 3M | -7.1% | -16.9% | +9.7% | -3.8% |
| 6M | +0.2% | +2.5% | -2.3% | -1.1% |
| YTD | +32.2% | -12.5% | +44.8% | +29.8% |
| 1Y | +42.8% | -11.0% | +53.8% | +41.5% |
| All | +42.8% | -16.7% | +59.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling