-49.1%
TSLL vs RPRX
+78.2%
-127.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.0% |
| 7D | +17.8% | +3.3% | +14.5% | +16.5% |
| 30D | +8.2% | +17.9% | -9.6% | +1.7% |
| 3M | +20.9% | +19.2% | +1.6% | +12.6% |
| 6M | -37.5% | +31.7% | -69.2% | -45.0% |
| YTD | -44.5% | +82.5% | -127.0% | -58.1% |
| 1Y | -33.0% | +78.4% | -111.4% | -48.9% |
| 3Y | -6.4% | +177.0% | -183.3% | -42.1% |
| All | -49.1% | +78.2% | -127.3% | -44.5% |
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