+597.7%
TLN vs RPRX
+174.8%
+423.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | +22.3% | +2.1% | +20.2% | +22.4% |
| 30D | +1.2% | +21.9% | -20.7% | +1.8% |
| 3M | +5.9% | +16.9% | -11.0% | +6.5% |
| 6M | +3.2% | +34.5% | -31.3% | +3.4% |
| YTD | +3.2% | +80.9% | -77.8% | +2.0% |
| 1Y | +5.2% | +77.6% | -72.4% | +4.1% |
| All | +597.7% | +174.8% | +423.0% | +569.4% |
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