+64.8%
RPRX vs TMF
-90.2%
+155.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +5.1% | -1.4% | +6.5% | +5.2% |
| 30D | +11.2% | -2.8% | +14.0% | +11.3% |
| 3M | +16.7% | -10.9% | +27.6% | +17.1% |
| 6M | +36.0% | -21.3% | +57.3% | +36.9% |
| YTD | +67.8% | -15.9% | +83.7% | +68.5% |
| 1Y | +76.7% | -15.7% | +92.4% | +77.4% |
| 3Y | +128.1% | -43.4% | +171.5% | +129.7% |
| 5Y | +82.9% | -87.8% | +170.6% | +73.9% |
| All | +64.8% | -90.2% | +155.0% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling