+124.0%
TXN vs AFRM
+172.4%
-48.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | -2.1% | -7.5% | +5.5% | -1.0% |
| 30D | +4.7% | -15.7% | +20.4% | +7.0% |
| 3M | +3.9% | -9.6% | +13.5% | +4.9% |
| 6M | +3.8% | +6.3% | -2.5% | +2.3% |
| YTD | +74.2% | -8.6% | +82.8% | +73.4% |
| 1Y | +88.2% | -7.6% | +95.8% | +86.6% |
| 3Y | +124.0% | +173.7% | -49.7% | +94.2% |
| All | +124.0% | +172.4% | -48.5% | +94.2% |
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 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