+5.6%
AFL vs TRGP
+25.0%
-19.4%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -7.1% | +14.6% | -21.7% | -7.9% |
| 3M | +0.4% | +11.9% | -11.5% | -0.4% |
| All | +5.6% | +25.0% | -19.4% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling