+220.7%
ROL vs TRGP
+822.5%
-601.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +3.0% | +12.4% | -9.4% | +2.0% |
| 30D | +19.8% | +2.6% | +17.2% | +19.3% |
| 3M | +7.9% | +11.9% | -4.0% | +6.7% |
| 6M | -25.6% | +13.9% | -39.6% | -26.7% |
| YTD | -34.1% | +64.2% | -98.3% | -37.2% |
| 1Y | -31.4% | +78.5% | -109.9% | -35.0% |
| 3Y | +4.7% | +272.9% | -268.2% | -7.7% |
| 5Y | +15.6% | +510.7% | -495.1% | -2.8% |
| All | +220.7% | +822.5% | -601.8% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling