-1.0%
AFRM vs TPG
+74.1%
-75.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +3.3% |
| 7D | -1.3% | -9.4% | +8.2% | +10.2% |
| 30D | -2.7% | -5.3% | +2.6% | +3.1% |
| 3M | +7.4% | +12.9% | -5.5% | -8.3% |
| 6M | +40.7% | +20.1% | +20.6% | +10.7% |
| YTD | -4.0% | -22.5% | +18.5% | +22.5% |
| 1Y | -12.2% | -19.7% | +7.4% | +4.8% |
| 3Y | +203.1% | +81.2% | +121.9% | +12.4% |
| All | -1.0% | +74.1% | -75.1% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling