-38.2%
TSLQ vs RPRX
+79.5%
-117.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.8% |
| 7D | -16.8% | +3.3% | -20.2% | -16.6% |
| 30D | -18.0% | +17.9% | -35.9% | -17.1% |
| 3M | -34.5% | +19.2% | -53.7% | -33.4% |
| 6M | -8.9% | +31.7% | -40.6% | -2.2% |
| YTD | -19.0% | +82.5% | -101.5% | +10.9% |
| 1Y | -38.2% | +78.4% | -116.7% | -17.1% |
| All | -38.2% | +79.5% | -117.7% | -17.1% |
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