+84.9%
RPRX vs TMF
-88.7%
+173.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.2% |
| 7D | +2.1% | -8.2% | +10.2% | +2.5% |
| 30D | +21.9% | +5.3% | +16.6% | +21.6% |
| 3M | +16.9% | -8.5% | +25.4% | +17.4% |
| 6M | +34.5% | -17.2% | +51.7% | +35.7% |
| YTD | +80.9% | -23.4% | +104.4% | +83.1% |
| 1Y | +77.6% | -30.2% | +107.8% | +80.4% |
| 3Y | +173.5% | -32.9% | +206.5% | +177.4% |
| 5Y | +84.9% | -88.5% | +173.5% | +80.8% |
| All | +84.9% | -88.7% | +173.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling