+129.7%
ROP vs TRGP
+863.3%
-733.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -1.7% | +8.0% | -9.7% | -2.9% |
| 3M | +17.1% | +8.3% | +8.8% | +15.4% |
| 6M | +10.9% | +23.9% | -13.1% | +6.9% |
| YTD | -12.1% | +59.6% | -71.7% | -18.5% |
| 1Y | -24.2% | +79.4% | -103.7% | -31.2% |
| 3Y | -20.4% | +269.4% | -289.8% | -35.9% |
| 5Y | -15.4% | +641.6% | -657.0% | -39.3% |
| All | +129.7% | +863.3% | -733.6% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling