+46.6%
TEM vs RPRX
+128.0%
-81.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -8.7% | -8.4% | -0.3% | -5.1% |
| 30D | +8.1% | -0.6% | +8.7% | +8.7% |
| 3M | +19.0% | +6.4% | +12.6% | +15.9% |
| 6M | +12.0% | +26.6% | -14.6% | -0.1% |
| YTD | -0.1% | +53.8% | -53.8% | -19.6% |
| 1Y | -33.5% | +62.8% | -96.3% | -48.6% |
| All | +46.6% | +128.0% | -81.4% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling