+45.0%
TXN vs AFRM
-20.8%
+65.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.6% |
| 7D | +2.7% | -8.0% | +10.7% | +3.5% |
| 30D | -6.7% | -9.8% | +3.1% | -5.9% |
| 3M | -8.9% | +4.7% | -13.6% | -9.5% |
| 6M | +34.7% | +34.1% | +0.6% | +29.5% |
| YTD | +53.3% | -8.4% | +61.8% | +52.2% |
| 1Y | +45.0% | -22.9% | +68.0% | +40.4% |
| All | +45.0% | -20.8% | +65.8% | +40.4% |
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