+758.9%
ROL vs TRGP
+2,170.2%
-1,411.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 3M | +3.7% | +6.1% | -2.4% | +2.8% |
| 6M | -27.7% | +14.4% | -42.0% | -29.0% |
| YTD | -34.9% | +55.3% | -90.3% | -38.3% |
| 1Y | -33.3% | +69.1% | -102.4% | -37.4% |
| 3Y | +4.3% | +254.3% | -250.0% | -10.7% |
| 5Y | +15.0% | +471.4% | -456.4% | -7.5% |
| 10Y | +214.7% | +773.0% | -558.3% | +124.4% |
| All | +758.9% | +2,170.2% | -1,411.4% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling