-10.6%
AFRM vs TRGP
+60.7%
-71.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | +1.3% |
| 7D | -7.5% | -7.2% | -0.4% | -10.7% |
| 30D | -15.7% | -4.2% | -11.5% | -16.8% |
| 3M | -9.6% | +7.0% | -16.5% | -5.2% |
| 6M | +6.3% | +11.2% | -5.0% | +13.3% |
| YTD | -8.6% | +51.1% | -59.7% | +12.8% |
| All | -10.6% | +60.7% | -71.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling