-31.6%
AFRM vs TXG
-62.5%
+31.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.0% |
| 7D | -8.4% | -3.7% | -4.7% | -7.0% |
| 30D | -18.3% | -22.0% | +3.7% | -8.3% |
| 3M | -12.7% | +7.4% | -20.1% | -23.5% |
| 6M | +3.0% | +191.2% | -188.2% | -56.4% |
| YTD | -11.4% | +285.7% | -297.0% | -70.8% |
| 1Y | -13.3% | +268.3% | -281.6% | -71.0% |
| 3Y | +194.0% | +77.3% | +116.7% | +36.4% |
| 5Y | -50.6% | -62.3% | +11.7% | -27.2% |
| All | -31.6% | -62.5% | +31.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling