+79.1%
RPRX vs TCOM
+58.3%
+20.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | +3.3% | -1.8% | +5.1% | +3.5% |
| 30D | +17.9% | +12.1% | +5.8% | +17.0% |
| 3M | +19.2% | -3.2% | +22.4% | +19.4% |
| 6M | +31.7% | -16.6% | +48.4% | +33.0% |
| YTD | +82.5% | -39.4% | +121.9% | +87.8% |
| 1Y | +78.4% | -41.5% | +120.0% | +84.0% |
| 3Y | +177.0% | +24.4% | +152.6% | +166.4% |
| 5Y | +86.5% | +41.6% | +44.9% | +73.4% |
| All | +79.1% | +58.3% | +20.9% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling