-56.8%
TSLL vs RPRX
+72.4%
-129.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | -21.2% | +0.2% | -21.4% | -21.3% |
| 30D | -13.3% | +18.6% | -31.9% | -18.9% |
| 3M | +15.4% | +18.0% | -2.6% | +7.7% |
| 6M | -34.2% | +33.8% | -68.0% | -42.8% |
| YTD | -52.9% | +76.6% | -129.5% | -64.0% |
| 1Y | -54.3% | +68.2% | -122.6% | -64.3% |
| 3Y | -18.4% | +161.5% | -179.9% | -48.0% |
| All | -56.8% | +72.4% | -129.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling