-46.0%
TSLL vs RPRX
+85.8%
-131.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.1% | -6.6% |
| 7D | -9.4% | +4.2% | -13.7% | -10.2% |
| 30D | +1.6% | +19.2% | -17.7% | -2.3% |
| 3M | +29.4% | +18.0% | +11.4% | +23.9% |
| 6M | -20.1% | +35.7% | -55.9% | -32.6% |
| YTD | -44.5% | +77.2% | -121.7% | -62.4% |
| 1Y | -46.0% | +82.0% | -128.0% | -64.4% |
| All | -46.0% | +85.8% | -131.8% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling