+64.8%
RPRX vs TW
+70.6%
-5.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +5.1% | -2.3% | +7.4% | +5.5% |
| 30D | +11.2% | +3.9% | +7.3% | +10.4% |
| 3M | +16.7% | +5.7% | +11.0% | +15.2% |
| 6M | +36.0% | -14.5% | +50.5% | +39.2% |
| YTD | +67.8% | -0.9% | +68.7% | +66.6% |
| 1Y | +76.7% | -13.5% | +90.2% | +80.1% |
| 3Y | +128.1% | +25.0% | +103.1% | +110.5% |
| 5Y | +82.9% | +22.7% | +60.2% | +65.9% |
| All | +64.8% | +70.6% | -5.9% | +39.6% |
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