+590.7%
ROP vs TRGP
+2,299.4%
-1,708.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +0.7% | +12.4% | -11.7% | -1.1% |
| 30D | +28.8% | +2.6% | +26.2% | +28.0% |
| 3M | +21.1% | +11.9% | +9.2% | +18.6% |
| 6M | +52.5% | +13.9% | +38.6% | +48.6% |
| YTD | +8.9% | +64.2% | -55.3% | -0.4% |
| 1Y | +8.2% | +78.5% | -70.3% | -2.4% |
| 3Y | -5.2% | +272.9% | -278.1% | -25.1% |
| 5Y | +1.7% | +510.7% | -509.0% | -26.9% |
| 10Y | +185.4% | +821.0% | -635.6% | +67.8% |
| All | +590.7% | +2,299.4% | -1,708.7% | +154.5% |
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 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