+133.7%
AFL vs TRGP
+628.1%
-494.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | +8.0% | -12.1% | -6.0% |
| 3M | -0.5% | +8.3% | -8.8% | -2.8% |
| 6M | +6.5% | +23.9% | -17.4% | +0.2% |
| YTD | +6.2% | +59.6% | -53.5% | -7.0% |
| 1Y | +8.3% | +79.4% | -71.2% | -8.5% |
| 3Y | +62.5% | +269.4% | -206.9% | +8.7% |
| All | +133.7% | +628.1% | -494.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling