+587.5%
TLN vs RPRX
+97.5%
+489.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +5.8% | -4.0% | +9.8% | +5.8% |
| 30D | -6.9% | +4.9% | -11.8% | -6.9% |
| 3M | -10.9% | +9.4% | -20.2% | -10.9% |
| 6M | -4.6% | +33.3% | -37.9% | -5.4% |
| YTD | -14.7% | +59.0% | -73.7% | -16.0% |
| 1Y | -17.9% | +69.2% | -87.1% | -19.3% |
| 3Y | +483.9% | +124.1% | +359.8% | +465.0% |
| All | +587.5% | +97.5% | +489.9% | +562.8% |
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