+43.2%
TJX vs AFRM
+195.1%
-152.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.9% |
| 7D | -4.0% | -8.0% | +4.1% | -3.6% |
| 30D | -20.3% | -9.8% | -10.6% | -20.0% |
| 3M | -23.3% | +4.7% | -27.9% | -23.5% |
| 6M | -19.7% | +34.1% | -53.9% | -21.1% |
| YTD | -17.1% | -8.4% | -8.7% | -17.3% |
| 1Y | -8.8% | -22.9% | +14.1% | -8.4% |
| All | +43.2% | +195.1% | -152.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling