+714.4%
TLN vs RPRX
+128.2%
+586.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.9% |
| 7D | +15.9% | +3.6% | +12.3% | +16.0% |
| 30D | -0.3% | +21.2% | -21.4% | +0.3% |
| 3M | +5.8% | +21.6% | -15.8% | +6.4% |
| 6M | -1.2% | +36.7% | -37.9% | -1.1% |
| YTD | +1.0% | +83.7% | -82.6% | +0.1% |
| 1Y | +1.1% | +83.2% | -82.1% | +0.2% |
| 3Y | +591.7% | +177.7% | +414.0% | +572.3% |
| All | +714.4% | +128.2% | +586.2% | +689.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling