+495.0%
TLN vs RPRX
+126.7%
+368.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.3% | +8.0% | +2.7% |
| 7D | +10.9% | -2.8% | +13.7% | +10.9% |
| 30D | -6.3% | +7.2% | -13.5% | -6.3% |
| 3M | -10.7% | +10.9% | -21.6% | -10.7% |
| 6M | +1.6% | +34.6% | -32.9% | +0.7% |
| YTD | -13.1% | +59.0% | -72.1% | -14.5% |
| 1Y | -15.1% | +72.5% | -87.6% | -16.7% |
| 3Y | +495.0% | +124.1% | +370.9% | +468.0% |
| All | +495.0% | +126.7% | +368.4% | +468.0% |
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