-58.3%
AFRM vs TRGP
+415.2%
-473.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | 0.0% |
| 7D | -7.3% | -16.0% | +8.7% | +6.4% |
| 30D | -9.6% | -6.4% | -3.1% | -5.9% |
| 3M | -11.1% | -1.0% | -10.1% | -13.5% |
| 6M | +3.9% | +7.0% | -3.1% | -9.4% |
| YTD | -8.5% | +46.1% | -54.6% | -43.8% |
| 1Y | +3.3% | +58.7% | -55.4% | -42.6% |
| 3Y | +213.7% | +221.9% | -8.2% | -23.7% |
| All | -58.3% | +415.2% | -473.5% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling