-32.4%
AFRM vs TXT
+70.0%
-102.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.7% |
| 30D | -7.7% | +13.3% | -21.0% | -20.5% |
| 3M | -16.9% | -5.0% | -11.9% | -13.7% |
| 6M | +2.5% | -8.4% | +10.9% | +8.9% |
| YTD | -12.5% | -4.0% | -8.5% | -14.9% |
| 1Y | -11.0% | +2.8% | -13.8% | -20.6% |
| 3Y | +184.6% | +10.3% | +174.3% | +124.2% |
| 5Y | -56.3% | +9.2% | -65.5% | -65.0% |
| All | -32.4% | +70.0% | -102.5% | -57.4% |
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