-17.9%
TLN vs RPRX
+72.7%
-90.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +5.8% | -4.0% | +9.8% | +5.4% |
| 30D | -6.9% | +4.9% | -11.8% | -6.4% |
| 3M | -10.9% | +9.4% | -20.2% | -9.8% |
| 6M | -4.6% | +33.3% | -37.9% | -3.9% |
| YTD | -14.7% | +59.0% | -73.7% | -13.6% |
| 1Y | -17.9% | +69.2% | -87.1% | -14.7% |
| All | -17.9% | +72.7% | -90.6% | -14.7% |
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