-34.7%
ROL vs TRGP
+89.5%
-124.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.7% |
| 7D | +14.6% | -6.5% | +21.0% | +14.4% |
| 30D | +29.3% | -0.4% | +29.7% | +28.7% |
| 3M | +2.0% | +8.8% | -6.8% | +0.7% |
| 6M | -28.5% | +11.0% | -39.5% | -29.6% |
| YTD | -35.3% | +57.4% | -92.7% | -37.4% |
| 1Y | -34.7% | +87.9% | -122.5% | -36.6% |
| All | -34.7% | +89.5% | -124.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling