-1.2%
TSN vs RPRX
+52.7%
-53.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.0% | -8.4% | +11.4% | +4.1% |
| 30D | -4.2% | -0.6% | -3.6% | -4.2% |
| 3M | -3.9% | +6.4% | -10.3% | -4.8% |
| 6M | -9.8% | +26.6% | -36.4% | -12.8% |
| YTD | -7.3% | +53.8% | -61.0% | -12.6% |
| 1Y | -2.2% | +62.8% | -65.0% | -8.6% |
| 3Y | +11.9% | +118.0% | -106.2% | +0.2% |
| 5Y | -16.9% | +71.2% | -88.1% | -22.9% |
| All | -1.2% | +52.7% | -53.8% | -8.8% |
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