+622.9%
TSEM vs RPRX
+81.2%
+541.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.1% |
| 7D | +7.0% | +3.3% | +3.6% | +6.3% |
| 30D | -29.8% | +17.9% | -47.7% | -32.1% |
| 3M | -41.9% | +19.2% | -61.2% | -44.1% |
| 6M | -45.8% | +31.7% | -77.5% | -49.4% |
| YTD | +25.1% | +82.5% | -57.4% | +8.3% |
| 1Y | +48.2% | +78.4% | -30.2% | +29.0% |
| 3Y | +476.5% | +177.0% | +299.5% | +351.4% |
| 5Y | +301.4% | +86.5% | +215.0% | +242.7% |
| All | +622.9% | +81.2% | +541.7% | +514.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling