-34.1%
ROL vs TRGP
+75.3%
-109.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -1.7% | +9.0% | -10.7% | -1.8% |
| 30D | +18.5% | +1.5% | +17.0% | +18.0% |
| 3M | +4.3% | +10.7% | -6.4% | +2.9% |
| 6M | -27.7% | +17.1% | -44.9% | -29.3% |
| YTD | -35.8% | +63.6% | -99.4% | -39.4% |
| 1Y | -34.1% | +77.0% | -111.1% | -37.8% |
| All | -34.1% | +75.3% | -109.4% | -37.8% |
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