-25.2%
AFRM vs TXG
-60.9%
+35.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -3.4% |
| 7D | +3.1% | +9.4% | -6.3% | -2.8% |
| 30D | -4.2% | +26.1% | -30.3% | -18.9% |
| 3M | +10.1% | +124.8% | -114.7% | -39.0% |
| 6M | +39.4% | +215.2% | -175.8% | -41.0% |
| YTD | -3.2% | +302.2% | -305.4% | -66.4% |
| 1Y | -16.1% | +370.9% | -387.0% | -75.3% |
| 3Y | +220.8% | +38.5% | +182.3% | +103.2% |
| 5Y | -17.7% | -64.4% | +46.7% | +34.3% |
| All | -25.2% | -60.9% | +35.7% | +16.1% |
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