-13.3%
AFRM vs TXG
+300.4%
-313.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.1% |
| 7D | -8.4% | -3.7% | -4.7% | -7.5% |
| 30D | -18.3% | -22.0% | +3.7% | -13.4% |
| 3M | -12.7% | +7.4% | -20.1% | -18.2% |
| 6M | +3.0% | +191.2% | -188.2% | -33.5% |
| YTD | -11.4% | +285.7% | -297.0% | -49.5% |
| 1Y | -13.3% | +268.3% | -281.6% | -50.2% |
| All | -13.3% | +300.4% | -313.7% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling