-31.6%
AFRM vs TXT
+76.5%
-108.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -4.8% |
| 7D | -8.4% | -1.1% | -7.3% | -7.4% |
| 30D | -18.3% | +17.1% | -35.3% | -32.0% |
| 3M | -12.7% | -2.6% | -10.1% | -11.7% |
| 6M | +3.0% | -4.6% | +7.6% | +4.8% |
| YTD | -11.4% | -0.3% | -11.1% | -17.1% |
| 1Y | -13.3% | +5.9% | -19.2% | -24.9% |
| 3Y | +194.0% | +14.4% | +179.6% | +122.9% |
| 5Y | -50.6% | +15.9% | -66.5% | -62.2% |
| All | -31.6% | +76.5% | -108.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling