+0.8%
ROL vs TRGP
+265.9%
-265.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | -6.9% | +14.6% | -21.5% | -8.1% |
| 3M | -24.6% | +11.9% | -36.5% | -25.5% |
| 6M | -39.5% | +25.3% | -64.8% | -40.9% |
| YTD | -41.1% | +61.9% | -103.0% | -43.8% |
| 1Y | -37.9% | +87.3% | -125.2% | -41.6% |
| 3Y | +0.8% | +268.0% | -267.2% | -7.2% |
| All | +0.8% | +265.9% | -265.1% | -7.2% |
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