+10.4%
ROL vs TPG
+74.1%
-63.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -3.2% | -9.4% | +6.3% | -2.3% |
| 30D | -4.9% | -5.3% | +0.4% | -4.5% |
| 3M | -25.8% | +12.9% | -38.7% | -26.8% |
| 6M | -37.6% | +20.1% | -57.6% | -38.9% |
| YTD | -41.5% | -22.5% | -19.0% | -40.2% |
| 1Y | -39.5% | -19.7% | -19.8% | -38.5% |
| 3Y | +0.1% | +81.2% | -81.1% | -13.3% |
| All | +10.4% | +74.1% | -63.8% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling