-8.5%
TJX vs AFRM
-24.5%
+15.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -4.4% | -8.5% | +4.1% | -4.3% |
| 30D | -18.6% | -11.4% | -7.2% | -18.5% |
| 3M | -24.4% | +8.2% | -32.6% | -24.5% |
| 6M | -20.2% | +36.6% | -56.9% | -21.1% |
| YTD | -16.9% | -8.7% | -8.3% | -17.7% |
| 1Y | -8.5% | -19.9% | +11.4% | -9.5% |
| All | -8.5% | -24.5% | +15.9% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling