+170.9%
RPRX vs TMF
-29.8%
+200.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +20.8% | +16.3% | +4.5% | +19.0% |
| 3M | +21.6% | -2.7% | +24.3% | +21.8% |
| 6M | +36.5% | -13.2% | +49.7% | +38.0% |
| YTD | +80.4% | -16.7% | +97.1% | +82.8% |
| 1Y | +81.8% | -22.7% | +104.5% | +85.3% |
| 3Y | +170.9% | -26.1% | +197.0% | +173.0% |
| All | +170.9% | -29.8% | +200.6% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling