+115.1%
TJX vs AFRM
-28.4%
+143.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.3% | -4.4% | +4.1% | 0.0% |
| 30D | -5.6% | -7.7% | +2.1% | -5.1% |
| 3M | -12.3% | -16.9% | +4.5% | -11.4% |
| 6M | -7.7% | +2.5% | -10.2% | -8.4% |
| YTD | -11.4% | -12.5% | +1.1% | -11.5% |
| 1Y | -7.0% | -11.0% | +4.0% | -7.4% |
| 3Y | +53.3% | +184.6% | -131.3% | +33.4% |
| 5Y | +109.9% | -56.3% | +166.2% | +81.9% |
| All | +115.1% | -28.4% | +143.5% | +84.9% |
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