+265.7%
TSM vs AFRM
-56.8%
+322.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +6.2% | -4.4% | +10.6% | +6.9% |
| 30D | -7.3% | -7.7% | +0.4% | -6.3% |
| 3M | -7.1% | -16.9% | +9.7% | -5.0% |
| 6M | +0.2% | +2.5% | -2.3% | -0.7% |
| YTD | +32.2% | -12.5% | +44.8% | +32.7% |
| 1Y | +42.8% | -11.0% | +53.8% | +42.7% |
| 3Y | +330.4% | +184.6% | +145.8% | +245.4% |
| All | +265.7% | -56.8% | +322.5% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling