+79.1%
RPRX vs TW
+113.3%
-34.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.3% | +3.9% | -0.6% | +2.7% |
| 30D | +17.9% | +19.9% | -2.0% | +14.4% |
| 3M | +19.2% | +25.9% | -6.7% | +14.7% |
| 6M | +31.7% | +21.1% | +10.6% | +27.2% |
| YTD | +82.5% | +23.9% | +58.6% | +74.6% |
| 1Y | +78.4% | +21.2% | +57.2% | +71.4% |
| 3Y | +177.0% | +44.8% | +132.2% | +151.0% |
| 5Y | +86.5% | +41.4% | +45.1% | +66.2% |
| All | +79.1% | +113.3% | -34.1% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling