-55.4%
TSLL vs RPRX
+63.9%
-119.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | +5.1% | -3.2% | -0.2% |
| 30D | +17.8% | +11.2% | +6.6% | +12.8% |
| 3M | -37.0% | +16.7% | -53.7% | -41.6% |
| 6M | -37.7% | +36.0% | -73.7% | -46.2% |
| YTD | -51.4% | +67.8% | -119.2% | -62.0% |
| 1Y | -23.4% | +76.7% | -100.1% | -41.7% |
| 3Y | -30.8% | +128.1% | -158.9% | -51.4% |
| All | -55.4% | +63.9% | -119.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling