+106.5%
TXN vs AFRM
-27.4%
+133.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.0% |
| 7D | -3.8% | -8.4% | +4.5% | -2.8% |
| 30D | +6.4% | -18.3% | +24.7% | +9.0% |
| 3M | +7.7% | -12.7% | +20.4% | +9.1% |
| 6M | +5.5% | +3.0% | +2.4% | +4.4% |
| YTD | +77.0% | -11.4% | +88.4% | +76.9% |
| 1Y | +91.2% | -13.3% | +104.5% | +91.2% |
| 3Y | +121.5% | +194.0% | -72.5% | +80.1% |
| 5Y | +84.9% | -50.6% | +135.5% | +54.7% |
| All | +106.5% | -27.4% | +133.9% | +67.2% |
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