+52.5%
ROP vs TRGP
+16.9%
+35.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.5% |
| 7D | +0.7% | +12.4% | -11.7% | +1.8% |
| 30D | +28.8% | +2.6% | +26.2% | +28.7% |
| 3M | +21.1% | +11.9% | +9.2% | +21.9% |
| 6M | +52.5% | +13.9% | +38.6% | +52.5% |
| All | +52.5% | +16.9% | +35.6% | +52.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling