+76.7%
TXN vs AFRM
-20.4%
+97.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.1% |
| 7D | -0.1% | -7.0% | +6.9% | +0.7% |
| 30D | -6.9% | -7.8% | +0.9% | -6.2% |
| 3M | -14.9% | +5.3% | -20.2% | -15.7% |
| 6M | +29.0% | +42.6% | -13.6% | +22.5% |
| YTD | +51.5% | -2.8% | +54.3% | +50.0% |
| 1Y | +41.6% | -19.3% | +60.9% | +42.5% |
| 3Y | +65.8% | +231.0% | -165.2% | +32.0% |
| 5Y | +56.8% | -22.2% | +79.1% | +26.1% |
| All | +76.7% | -20.4% | +97.1% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling