-48.5%
TE vs RPRX
+57.8%
-106.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.3% | +15.3% | +11.1% |
| 7D | +18.2% | -2.8% | +21.0% | +18.7% |
| 30D | -13.5% | +7.2% | -20.7% | -15.1% |
| 3M | -44.6% | +10.9% | -55.5% | -46.4% |
| 6M | -24.7% | +34.6% | -59.3% | -31.8% |
| YTD | -24.3% | +59.0% | -83.2% | -35.0% |
| 1Y | +155.6% | +72.5% | +83.0% | +113.4% |
| 3Y | -18.3% | +124.1% | -142.3% | -37.6% |
| 5Y | -41.3% | +75.9% | -117.2% | -51.9% |
| All | -48.5% | +57.8% | -106.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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