+4.3%
ROL vs TRGP
+252.5%
-248.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | +3.4% | -5.8% | +9.2% | +3.7% |
| 30D | +20.8% | -1.5% | +22.2% | +20.6% |
| 3M | +3.7% | +6.1% | -2.4% | +2.8% |
| 6M | -27.7% | +14.4% | -42.0% | -28.8% |
| YTD | -34.9% | +55.3% | -90.3% | -37.7% |
| 1Y | -33.3% | +69.1% | -102.4% | -36.6% |
| 3Y | +4.3% | +254.3% | -250.0% | +5.8% |
| All | +4.3% | +252.5% | -248.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling