+6.2%
TYL vs RPRX
+66.6%
-60.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.7% | +5.1% | -8.8% | -4.8% |
| 30D | +18.7% | +11.2% | +7.5% | +15.7% |
| 3M | +18.1% | +16.7% | +1.4% | +13.7% |
| 6M | -1.1% | +36.0% | -37.1% | -8.4% |
| YTD | -19.8% | +67.8% | -87.6% | -29.8% |
| 1Y | -34.3% | +76.7% | -111.0% | -43.5% |
| 3Y | -8.2% | +128.1% | -136.3% | -27.3% |
| 5Y | -25.4% | +82.9% | -108.3% | -36.4% |
| All | +6.2% | +66.6% | -60.4% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling