+191.1%
TDG vs RPRX
+57.8%
+133.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -8.0% | +4.9% | -12.9% | -8.9% |
| 3M | -10.5% | +9.4% | -19.8% | -12.2% |
| 6M | -11.9% | +33.3% | -45.2% | -16.9% |
| YTD | -15.4% | +59.0% | -74.3% | -22.9% |
| 1Y | -14.2% | +69.2% | -83.4% | -23.1% |
| 3Y | +51.0% | +124.1% | -73.0% | +26.5% |
| 5Y | +126.5% | +77.9% | +48.6% | +102.0% |
| All | +191.1% | +57.8% | +133.3% | +160.0% |
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