-48.9%
TSLL vs RPRX
+79.4%
-128.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.5% |
| 7D | +0.5% | +3.6% | -3.1% | -0.8% |
| 30D | +2.7% | +21.2% | -18.5% | -4.6% |
| 3M | +26.3% | +21.6% | +4.6% | +16.7% |
| 6M | -37.2% | +36.7% | -73.9% | -45.7% |
| YTD | -44.2% | +83.7% | -127.9% | -58.0% |
| 1Y | -44.0% | +83.2% | -127.1% | -57.7% |
| 3Y | 0.0% | +177.7% | -177.6% | -38.1% |
| All | -48.9% | +79.4% | -128.3% | -44.4% |
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 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