-15.9%
ROP vs TRGP
+639.4%
-655.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -3.4% | +9.5% | -12.8% | -4.7% |
| 3M | +16.7% | +10.8% | +5.9% | +14.5% |
| 6M | +8.1% | +25.3% | -17.3% | +3.8% |
| YTD | -11.7% | +60.3% | -71.9% | -18.8% |
| 1Y | -24.2% | +84.6% | -108.8% | -32.3% |
| 3Y | -19.0% | +264.4% | -283.3% | -37.5% |
| 5Y | -15.9% | +636.6% | -652.4% | -43.6% |
| All | -15.9% | +639.4% | -655.3% | -43.6% |
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