-29.3%
AFRM vs TRGP
+935.7%
-965.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.7% |
| 7D | -8.0% | -0.7% | -7.3% | -7.5% |
| 30D | -9.8% | +9.5% | -19.2% | -16.4% |
| 3M | +4.7% | +10.8% | -6.1% | -6.0% |
| 6M | +34.1% | +25.3% | +8.8% | +7.2% |
| YTD | -8.4% | +60.3% | -68.7% | -41.2% |
| 1Y | -22.9% | +84.6% | -107.5% | -57.5% |
| 3Y | +203.3% | +264.4% | -61.1% | -1.3% |
| 5Y | -26.0% | +636.6% | -662.5% | -80.0% |
| All | -29.3% | +935.7% | -965.0% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling