-97.2%
TSLQ vs RPRX
+53.5%
-150.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.1% |
| 7D | -6.6% | -8.4% | +1.8% | -9.4% |
| 30D | -24.3% | -0.6% | -23.7% | -24.3% |
| 3M | -3.6% | +6.4% | -10.0% | -1.5% |
| 6M | -12.0% | +26.6% | -38.5% | -2.4% |
| YTD | +1.4% | +53.8% | -52.4% | +21.3% |
| 1Y | -43.6% | +62.8% | -106.4% | -30.7% |
| 3Y | -95.4% | +118.0% | -213.4% | -93.7% |
| All | -97.2% | +53.5% | -150.7% | -97.0% |
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