+15.0%
ROL vs TRGP
+451.9%
-436.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +3.4% | -5.8% | +9.2% | +4.0% |
| 30D | +20.8% | -1.5% | +22.2% | +20.6% |
| 3M | +3.7% | +6.1% | -2.4% | +2.5% |
| 6M | -27.7% | +14.4% | -42.0% | -29.3% |
| YTD | -34.9% | +55.3% | -90.3% | -39.1% |
| 1Y | -33.3% | +69.1% | -102.4% | -38.3% |
| 3Y | +4.3% | +254.3% | -250.0% | -15.4% |
| 5Y | +15.0% | +471.4% | -456.4% | -19.9% |
| All | +15.0% | +451.9% | -436.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling