-18.9%
ROP vs TRGP
+265.3%
-284.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.3% | -3.0% |
| 7D | -5.4% | -0.6% | -4.8% | -5.4% |
| 30D | -1.6% | +14.6% | -16.2% | -3.0% |
| 3M | +18.8% | +11.9% | +6.9% | +17.2% |
| 6M | +8.2% | +25.3% | -17.1% | +5.1% |
| YTD | -10.5% | +61.9% | -72.3% | -16.2% |
| 1Y | -23.7% | +87.3% | -111.0% | -30.5% |
| All | -18.9% | +265.3% | -284.2% | -33.7% |
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