+296.9%
TSM vs AFRM
+210.7%
+86.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.8% | -2.9% | -9.6% |
| 7D | -18.2% | -6.9% | -11.3% | -17.3% |
| 30D | -26.8% | -7.0% | -19.8% | -26.1% |
| 3M | -14.5% | -11.2% | -3.3% | -13.3% |
| 6M | -10.0% | +4.3% | -14.3% | -11.1% |
| YTD | +17.1% | -6.4% | +23.5% | +16.3% |
| 1Y | +21.5% | -2.6% | +24.1% | +19.6% |
| All | +296.9% | +210.7% | +86.2% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling