+152.1%
TNA vs RPRX
+57.8%
+94.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +2.9% |
| 7D | +4.1% | -2.8% | +6.8% | +6.3% |
| 30D | -7.6% | +7.2% | -14.8% | -12.9% |
| 3M | +8.1% | +10.9% | -2.8% | -1.8% |
| 6M | +49.0% | +34.6% | +14.4% | +15.1% |
| YTD | +51.7% | +59.0% | -7.2% | +1.6% |
| 1Y | +59.6% | +72.5% | -12.9% | -1.3% |
| 3Y | +118.9% | +124.1% | -5.2% | +5.1% |
| 5Y | -19.2% | +75.9% | -95.1% | -47.8% |
| All | +152.1% | +57.8% | +94.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling