-49.7%
TSLQ vs RPRX
+77.4%
-127.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | -5.8% | +5.1% | -10.9% | -4.6% |
| 30D | -22.1% | +11.2% | -33.3% | -20.4% |
| 3M | +10.1% | +16.7% | -6.7% | +13.8% |
| 6M | -6.8% | +36.0% | -42.8% | +6.1% |
| YTD | +8.5% | +67.8% | -59.3% | +31.0% |
| 1Y | -49.7% | +76.7% | -126.4% | -41.5% |
| All | -49.7% | +77.4% | -127.1% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling