+62.4%
TFC vs RPRX
+57.8%
+4.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | -4.0% | +2.7% | -0.4% |
| 30D | -2.3% | +4.9% | -7.3% | -3.5% |
| 3M | +2.5% | +9.4% | -6.9% | +0.1% |
| 6M | +9.5% | +33.3% | -23.8% | +1.9% |
| YTD | +5.1% | +59.0% | -53.9% | -6.4% |
| 1Y | +15.5% | +69.2% | -53.7% | +1.1% |
| 3Y | +95.2% | +124.1% | -28.9% | +57.9% |
| 5Y | +14.5% | +77.9% | -63.4% | -1.4% |
| All | +62.4% | +57.8% | +4.6% | +40.0% |
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