-0.4%
ROL vs TPG
+78.9%
-79.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.2% |
| 7D | -3.2% | -11.8% | +8.6% | -2.8% |
| 30D | -6.6% | -6.3% | -0.4% | -6.4% |
| 3M | -27.3% | +13.6% | -40.9% | -27.7% |
| 6M | -38.1% | +13.8% | -51.9% | -38.5% |
| YTD | -41.8% | -23.7% | -18.0% | -41.0% |
| 1Y | -37.8% | -18.2% | -19.6% | -37.4% |
| All | -0.4% | +78.9% | -79.3% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling