-16.6%
AFRM vs TXG
+256.0%
-272.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.8% | -1.6% |
| 7D | -5.5% | +1.8% | -7.3% | -6.1% |
| 30D | -15.5% | -17.7% | +2.2% | -11.9% |
| 3M | -10.3% | +2.3% | -12.6% | -14.9% |
| 6M | +0.6% | +182.5% | -181.9% | -34.6% |
| YTD | -11.5% | +262.4% | -273.9% | -48.7% |
| 1Y | -16.6% | +254.1% | -270.7% | -51.5% |
| All | -16.6% | +256.0% | -272.6% | -51.5% |
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