+273.1%
TSM vs AFRM
-23.1%
+296.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.2% |
| 7D | +2.7% | -7.0% | +9.7% | +3.7% |
| 30D | +3.6% | -7.8% | +11.4% | +4.5% |
| 3M | -3.4% | +5.3% | -8.7% | -4.3% |
| 6M | +20.6% | +42.6% | -22.0% | +14.4% |
| YTD | +41.9% | -2.8% | +44.7% | +40.7% |
| 1Y | +84.4% | -19.3% | +103.7% | +86.0% |
| 3Y | +380.2% | +231.0% | +149.3% | +279.4% |
| All | +273.1% | -23.1% | +296.2% | +188.4% |
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