+229.9%
AFRM vs TXT
+1.6%
+228.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -7.0% | -4.8% | -2.2% | -3.0% |
| 30D | -7.8% | -10.6% | +2.8% | +1.1% |
| 3M | +5.3% | -13.2% | +18.5% | +17.5% |
| 6M | +42.6% | -20.3% | +63.0% | +70.8% |
| YTD | -2.8% | -9.3% | +6.5% | +1.0% |
| 1Y | -19.3% | -2.7% | -16.6% | -22.8% |
| All | +229.9% | +1.6% | +228.3% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling