-31.4%
ROL vs TRGP
+76.5%
-107.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.6% |
| 7D | +3.0% | +12.4% | -9.4% | +2.8% |
| 30D | +19.8% | +2.6% | +17.2% | +19.2% |
| 3M | +7.9% | +11.9% | -4.0% | +6.4% |
| 6M | -25.6% | +13.9% | -39.6% | -27.0% |
| YTD | -34.1% | +64.2% | -98.3% | -37.6% |
| 1Y | -31.4% | +78.5% | -109.9% | -34.7% |
| All | -31.4% | +76.5% | -107.9% | -34.7% |
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