+96.7%
TFC vs RPRX
+126.7%
-29.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.1% | -1.0% |
| 7D | +2.2% | -2.8% | +5.0% | +2.9% |
| 30D | -2.5% | +7.2% | -9.6% | -4.0% |
| 3M | +4.5% | +10.9% | -6.3% | +2.0% |
| 6M | +11.0% | +34.6% | -23.6% | +3.5% |
| YTD | +5.9% | +59.0% | -53.1% | -5.0% |
| 1Y | +14.6% | +72.5% | -58.0% | +0.5% |
| 3Y | +96.7% | +124.1% | -27.4% | +61.1% |
| All | +96.7% | +126.7% | -29.9% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling