+108.6%
TXN vs AFRM
-28.4%
+137.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +9.5% | -4.4% | +13.9% | +10.0% |
| 30D | +8.7% | -7.7% | +16.4% | +9.7% |
| 3M | +11.6% | -16.9% | +28.4% | +13.7% |
| 6M | +0.1% | +2.5% | -2.4% | -0.8% |
| YTD | +78.8% | -12.5% | +91.3% | +79.0% |
| 1Y | +91.2% | -11.0% | +102.2% | +90.7% |
| 3Y | +125.8% | +184.6% | -58.7% | +84.3% |
| 5Y | +83.8% | -56.3% | +140.1% | +55.1% |
| All | +108.6% | -28.4% | +137.0% | +69.2% |
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