-29.3%
AFRM vs TXG
-64.7%
+35.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -3.5% |
| 7D | -7.3% | -15.4% | +8.2% | +1.5% |
| 30D | -9.6% | -22.1% | +12.5% | +2.0% |
| 3M | -11.1% | +30.0% | -41.1% | -32.4% |
| 6M | +3.9% | +160.7% | -156.8% | -52.6% |
| YTD | -8.5% | +263.5% | -271.9% | -68.5% |
| 1Y | +3.3% | +356.0% | -352.7% | -70.6% |
| 3Y | +213.7% | +53.4% | +160.3% | +63.1% |
| 5Y | -58.5% | -66.7% | +8.2% | -34.0% |
| All | -29.3% | -64.7% | +35.4% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling