-17.3%
TLN vs RPRX
+85.8%
-103.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.3% | -8.2% |
| 7D | -6.0% | +4.2% | -10.3% | -5.4% |
| 30D | -1.5% | +19.2% | -20.8% | +1.0% |
| 3M | -3.9% | +18.0% | -21.9% | -1.4% |
| 6M | -15.0% | +35.7% | -50.8% | -13.9% |
| YTD | -12.8% | +77.2% | -90.1% | -14.2% |
| 1Y | -17.3% | +82.0% | -99.3% | -19.1% |
| All | -17.3% | +85.8% | -103.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling