+767.3%
TSM vs RPRX
+57.8%
+709.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.8% | -4.0% | +8.8% | +5.4% |
| 30D | +4.0% | +4.9% | -0.9% | +3.2% |
| 3M | +2.0% | +9.4% | -7.4% | +0.4% |
| 6M | +25.5% | +33.3% | -7.8% | +19.4% |
| YTD | +44.0% | +59.0% | -15.0% | +33.0% |
| 1Y | +75.4% | +69.2% | +6.2% | +60.0% |
| 3Y | +406.7% | +124.1% | +282.7% | +336.5% |
| 5Y | +285.0% | +77.9% | +207.1% | +249.2% |
| All | +767.3% | +57.8% | +709.5% | +689.7% |
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