+61.6%
TFC vs RPRX
+79.7%
-18.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | +0.1% | +2.1% | -2.0% | -0.4% |
| 30D | +8.6% | +21.9% | -13.3% | +3.6% |
| 3M | -4.3% | +16.9% | -21.3% | -7.9% |
| 6M | +5.4% | +34.5% | -29.1% | -2.1% |
| YTD | +4.5% | +80.9% | -76.4% | -9.7% |
| 1Y | +14.0% | +77.6% | -63.6% | -1.1% |
| 3Y | +93.4% | +173.5% | -80.2% | +49.0% |
| 5Y | +0.5% | +84.9% | -84.4% | -15.4% |
| All | +61.6% | +79.7% | -18.1% | +34.9% |
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