-19.7%
TSN vs RPRX
+77.0%
-96.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.3% | -4.0% | -3.3% | -6.7% |
| 30D | -8.6% | +4.9% | -13.6% | -9.5% |
| 3M | -7.5% | +9.4% | -16.9% | -9.1% |
| 6M | -14.1% | +33.3% | -47.4% | -18.6% |
| YTD | -9.4% | +59.0% | -68.4% | -16.8% |
| 1Y | -4.1% | +69.2% | -73.3% | -13.0% |
| 3Y | +10.3% | +124.1% | -113.8% | -5.5% |
| 5Y | -19.7% | +77.9% | -97.6% | -25.9% |
| All | -19.7% | +77.0% | -96.7% | -25.9% |
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