+102.3%
AFL vs TPG
+74.1%
+28.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.6% | -9.4% | +7.8% | -0.2% |
| 30D | -4.0% | -5.3% | +1.2% | -3.4% |
| 3M | -0.5% | +12.9% | -13.4% | -2.7% |
| 6M | +6.5% | +20.1% | -13.6% | +2.7% |
| YTD | +6.2% | -22.5% | +28.7% | +9.9% |
| 1Y | +8.3% | -19.7% | +28.0% | +11.0% |
| 3Y | +62.5% | +81.2% | -18.7% | +37.3% |
| All | +102.3% | +74.1% | +28.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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