-24.9%
TSLL vs RPRX
+160.9%
-185.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.9% |
| 7D | -28.9% | +2.5% | -31.4% | -29.3% |
| 30D | -21.4% | +19.7% | -41.2% | -25.0% |
| 3M | +5.0% | +17.5% | -12.5% | +0.5% |
| 6M | -36.6% | +35.1% | -71.7% | -42.7% |
| YTD | -56.6% | +77.3% | -133.9% | -64.3% |
| 1Y | -60.9% | +70.4% | -131.3% | -67.3% |
| All | -24.9% | +160.9% | -185.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling