+51.0%
RPRX vs TW
+63.0%
-12.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -8.4% | -4.5% | -3.9% | -7.7% |
| 30D | -0.6% | -2.3% | +1.6% | -0.3% |
| 3M | +6.4% | +2.6% | +3.8% | +5.6% |
| 6M | +26.6% | -17.5% | +44.1% | +30.3% |
| YTD | +53.8% | -5.3% | +59.1% | +53.8% |
| 1Y | +62.8% | -14.8% | +77.6% | +66.1% |
| 3Y | +118.0% | +18.8% | +99.2% | +103.0% |
| 5Y | +71.2% | +20.7% | +50.5% | +55.5% |
| All | +51.0% | +63.0% | -12.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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