-16.7%
TLN vs RPRX
+77.4%
-94.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.8% |
| 7D | +7.1% | +5.1% | +1.9% | +7.5% |
| 30D | -3.9% | +11.2% | -15.1% | -2.8% |
| 3M | -16.2% | +16.7% | -32.9% | -14.6% |
| 6M | -5.8% | +36.0% | -41.8% | -4.8% |
| YTD | -15.4% | +67.8% | -83.2% | -13.7% |
| 1Y | -16.7% | +76.7% | -93.4% | -12.9% |
| All | -16.7% | +77.4% | -94.1% | -12.9% |
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 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