+524.5%
AFL vs TRGP
+2,242.0%
-1,717.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -5.4% | +9.5% | -14.9% | -7.5% |
| 3M | -0.3% | +10.8% | -11.1% | -3.0% |
| 6M | +5.2% | +25.3% | -20.1% | -0.8% |
| YTD | +5.7% | +60.3% | -54.6% | -6.2% |
| 1Y | +10.2% | +84.6% | -74.3% | -5.6% |
| 3Y | +63.4% | +264.4% | -200.9% | +17.3% |
| 5Y | +133.0% | +636.6% | -503.6% | +39.4% |
| 10Y | +299.5% | +848.9% | -549.4% | +86.2% |
| All | +524.5% | +2,242.0% | -1,717.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling