-18.5%
AFRM vs TXG
+373.6%
-392.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -2.0% |
| 7D | +3.1% | +9.4% | -6.3% | -0.2% |
| 30D | -4.2% | +26.1% | -30.3% | -12.3% |
| 3M | +10.1% | +124.8% | -114.7% | -20.5% |
| 6M | +39.4% | +215.2% | -175.8% | -12.6% |
| YTD | -3.2% | +302.2% | -305.4% | -46.1% |
| All | -18.5% | +373.6% | -392.1% | -60.0% |
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 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