-29.3%
AFRM vs TXT
+69.8%
-99.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.1% |
| 7D | -7.3% | -2.5% | -4.8% | -4.8% |
| 30D | -9.6% | +14.4% | -24.0% | -22.8% |
| 3M | -11.1% | -4.9% | -6.1% | -7.7% |
| 6M | +3.9% | -10.2% | +14.1% | +13.0% |
| YTD | -8.5% | -4.1% | -4.4% | -10.7% |
| 1Y | +3.3% | +4.0% | -0.7% | -8.7% |
| 3Y | +213.7% | +8.0% | +205.8% | +153.2% |
| 5Y | -58.5% | +8.4% | -67.0% | -66.6% |
| All | -29.3% | +69.8% | -99.1% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling