+40.7%
ROK vs TPG
+74.1%
-33.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.1% |
| 7D | -1.2% | -9.4% | +8.2% | +2.4% |
| 30D | -4.8% | -5.3% | +0.5% | -3.3% |
| 3M | -6.1% | +12.9% | -19.0% | -11.3% |
| 6M | +15.5% | +20.1% | -4.6% | +5.8% |
| YTD | +11.2% | -22.5% | +33.7% | +20.4% |
| 1Y | +23.8% | -19.7% | +43.5% | +31.5% |
| 3Y | +53.1% | +81.2% | -28.1% | +14.9% |
| All | +40.7% | +74.1% | -33.5% | +0.9% |
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