+994.2%
TSEM vs RPRX
+66.6%
+927.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | +5.1% | +1.8% | +5.7% |
| 30D | +5.3% | +11.2% | -5.9% | +2.8% |
| 3M | -14.9% | +16.7% | -31.6% | -18.4% |
| 6M | +80.0% | +36.0% | +44.0% | +66.3% |
| YTD | +89.4% | +67.8% | +21.6% | +66.9% |
| 1Y | +253.1% | +76.7% | +176.4% | +207.3% |
| 3Y | +642.1% | +128.1% | +514.0% | +507.6% |
| 5Y | +659.1% | +82.9% | +576.2% | +548.9% |
| All | +994.2% | +66.6% | +927.6% | +846.4% |
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