+101.2%
TJX vs AFRM
-25.0%
+126.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.8% |
| 7D | -4.0% | -8.0% | +4.1% | -3.4% |
| 30D | -20.3% | -9.8% | -10.6% | -19.8% |
| 3M | -23.3% | +4.7% | -27.9% | -23.7% |
| 6M | -19.7% | +34.1% | -53.9% | -21.8% |
| YTD | -17.1% | -8.4% | -8.7% | -17.3% |
| 1Y | -8.8% | -22.9% | +14.1% | -8.3% |
| 3Y | +43.4% | +203.3% | -159.9% | +23.7% |
| 5Y | +95.2% | -26.0% | +121.2% | +67.3% |
| All | +101.2% | -25.0% | +126.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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