-97.1%
TSLQ vs RPRX
+53.9%
-151.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +1.3% |
| 7D | +5.7% | -8.0% | +13.7% | +2.7% |
| 30D | -21.1% | +2.1% | -23.2% | -20.3% |
| 3M | -11.5% | +8.2% | -19.7% | -8.9% |
| 6M | -14.9% | +28.9% | -43.8% | -5.0% |
| YTD | +2.4% | +54.1% | -51.7% | +22.7% |
| 1Y | -49.8% | +65.5% | -115.3% | -37.9% |
| 3Y | -95.8% | +117.3% | -213.1% | -94.3% |
| All | -97.1% | +53.9% | -151.1% | -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 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