+56.1%
RPRX vs TMF
-90.2%
+146.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -2.8% | +1.0% | -3.8% | -2.8% |
| 30D | +7.2% | -1.8% | +9.0% | +7.2% |
| 3M | +10.9% | -8.2% | +19.1% | +11.1% |
| 6M | +34.6% | -19.5% | +54.1% | +35.3% |
| YTD | +59.0% | -16.0% | +74.9% | +59.7% |
| 1Y | +72.5% | -22.5% | +95.0% | +73.6% |
| 3Y | +124.1% | -42.3% | +166.4% | +125.7% |
| 5Y | +75.9% | -87.7% | +163.6% | +67.3% |
| All | +56.1% | -90.2% | +146.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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