+224.6%
TSM vs AFRM
-23.4%
+248.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.8% | -2.9% | -9.7% |
| 7D | -18.2% | -6.9% | -11.3% | -17.4% |
| 30D | -26.8% | -7.0% | -19.8% | -26.1% |
| 3M | -14.5% | -11.2% | -3.3% | -13.5% |
| 6M | -10.0% | +4.3% | -14.3% | -11.0% |
| YTD | +17.1% | -6.4% | +23.5% | +16.5% |
| 1Y | +21.5% | -2.6% | +24.1% | +19.9% |
| 3Y | +300.4% | +210.6% | +89.8% | +221.6% |
| 5Y | +224.7% | -57.6% | +282.3% | +177.3% |
| All | +224.6% | -23.4% | +248.0% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling