+484.6%
ROP vs TRGP
+2,231.3%
-1,746.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | +3.2% | +11.5% | -8.3% | +1.3% |
| 3M | +23.1% | +9.0% | +14.1% | +21.0% |
| 6M | +13.3% | +20.5% | -7.2% | +9.4% |
| YTD | -7.9% | +59.5% | -67.4% | -15.1% |
| 1Y | -22.1% | +77.9% | -100.0% | -29.6% |
| 3Y | -16.8% | +253.6% | -270.4% | -33.7% |
| 5Y | -13.5% | +615.5% | -629.0% | -39.4% |
| 10Y | +137.7% | +897.1% | -759.4% | +37.7% |
| All | +484.6% | +2,231.3% | -1,746.7% | +116.9% |
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