-5.5%
AFRM vs TPG
+78.6%
-84.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -1.0% |
| 7D | -8.0% | -6.5% | -1.5% | -0.8% |
| 30D | -9.8% | +0.1% | -9.9% | -10.1% |
| 3M | +4.7% | +14.5% | -9.9% | -11.9% |
| 6M | +34.1% | +17.3% | +16.8% | +8.5% |
| YTD | -8.4% | -20.5% | +12.1% | +13.7% |
| 1Y | -22.9% | -13.2% | -9.7% | -16.5% |
| 3Y | +203.3% | +87.7% | +115.6% | +7.9% |
| All | -5.5% | +78.6% | -84.1% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling