-1.1%
TLT vs RPRX
+126.7%
-127.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.4% |
| 7D | +0.4% | -2.8% | +3.2% | +0.6% |
| 30D | -0.3% | +7.2% | -7.5% | -0.9% |
| 3M | -1.7% | +10.9% | -12.6% | -2.7% |
| 6M | -4.9% | +34.6% | -39.5% | -7.5% |
| YTD | -2.8% | +59.0% | -61.8% | -6.9% |
| 1Y | -4.2% | +72.5% | -76.7% | -9.0% |
| 3Y | -1.1% | +124.1% | -125.2% | -9.9% |
| All | -1.1% | +126.7% | -127.7% | -9.9% |
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