-52.1%
TSLL vs RPRX
+76.2%
-128.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +10.1% |
| 7D | -14.3% | +3.4% | -17.7% | -15.4% |
| 30D | -6.2% | +20.8% | -27.0% | -12.8% |
| 3M | +21.2% | +21.6% | -0.4% | +11.9% |
| 6M | -36.6% | +36.5% | -73.1% | -45.2% |
| YTD | -47.8% | +80.4% | -128.2% | -60.4% |
| 1Y | -45.2% | +81.8% | -127.0% | -58.6% |
| 3Y | -3.3% | +170.9% | -174.1% | -39.4% |
| All | -52.1% | +76.2% | -128.3% | -47.6% |
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