+1.8%
TYL vs RPRX
+177.1%
-175.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.8% | +3.3% | -2.5% | +0.4% |
| 30D | +21.1% | +17.9% | +3.2% | +18.8% |
| 3M | +28.9% | +19.2% | +9.7% | +26.4% |
| 6M | +42.0% | +31.7% | +10.3% | +38.4% |
| YTD | -6.6% | +82.5% | -89.0% | -11.4% |
| 1Y | -9.1% | +78.4% | -87.5% | -13.6% |
| 3Y | +1.8% | +177.0% | -175.1% | -7.3% |
| All | +1.8% | +177.1% | -175.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling