+668.0%
TSEM vs RPRX
+123.5%
+544.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | -4.0% | +8.7% | +5.4% |
| 30D | -14.2% | +4.9% | -19.2% | -14.9% |
| 3M | -5.0% | +9.4% | -14.4% | -6.8% |
| 6M | +87.6% | +33.3% | +54.3% | +75.2% |
| YTD | +84.4% | +59.0% | +25.5% | +67.9% |
| 1Y | +235.4% | +69.2% | +166.2% | +202.6% |
| All | +668.0% | +123.5% | +544.5% | +588.3% |
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 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