-20.9%
AFRM vs TXG
-66.1%
+45.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.0% |
| 7D | -7.0% | +1.8% | -8.8% | -8.0% |
| 30D | -7.8% | +32.0% | -39.8% | -25.5% |
| 3M | +5.3% | +87.0% | -81.7% | -34.8% |
| 6M | +42.6% | +180.1% | -137.4% | -35.9% |
| YTD | -2.8% | +284.1% | -286.9% | -66.1% |
| 1Y | -19.3% | +361.7% | -381.0% | -76.8% |
| 3Y | +231.0% | +15.9% | +215.1% | +147.4% |
| All | -20.9% | -66.1% | +45.1% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling