-18.0%
TSN vs RPRX
+86.5%
-104.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.4% | +3.3% | -4.8% | -2.0% |
| 30D | +8.5% | +17.9% | -9.4% | +5.3% |
| 3M | +5.3% | +19.2% | -14.0% | +1.8% |
| 6M | -10.5% | +31.7% | -42.2% | -15.3% |
| YTD | +3.0% | +82.5% | -79.5% | -8.7% |
| 1Y | +12.1% | +78.4% | -66.3% | -0.2% |
| 3Y | +43.1% | +177.0% | -133.8% | +14.8% |
| All | -18.0% | +86.5% | -104.5% | -25.5% |
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