-55.8%
AFRM vs TXT
+10.3%
-66.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -0.7% |
| 7D | -5.5% | -1.1% | -4.4% | -4.5% |
| 30D | -15.5% | +13.3% | -28.7% | -28.4% |
| 3M | -10.3% | -5.1% | -5.2% | -6.4% |
| 6M | +0.6% | -7.1% | +7.8% | +5.5% |
| YTD | -11.5% | -3.2% | -8.3% | -15.8% |
| 1Y | -16.6% | +2.3% | -18.9% | -26.8% |
| 3Y | +193.5% | +11.1% | +182.5% | +111.3% |
| 5Y | -55.8% | +10.0% | -65.8% | -68.7% |
| All | -55.8% | +10.3% | -66.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling