+11.1%
ROL vs TPG
+85.9%
-74.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.2% |
| 7D | -3.4% | -2.9% | -0.6% | -3.2% |
| 30D | -6.9% | +5.0% | -12.0% | -7.4% |
| 3M | -24.6% | +24.9% | -49.5% | -26.3% |
| 6M | -39.5% | +21.1% | -60.6% | -40.8% |
| YTD | -41.1% | -17.3% | -23.8% | -40.2% |
| 1Y | -37.9% | -9.8% | -28.1% | -37.7% |
| 3Y | +0.8% | +95.4% | -94.6% | -13.3% |
| All | +11.1% | +85.9% | -74.8% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling