+103.2%
TOST vs RPRX
+159.9%
-56.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | +0.2% | +9.3% | +9.4% |
| 30D | +13.5% | +18.6% | -5.1% | +10.1% |
| 3M | -0.1% | +18.0% | -18.2% | -3.0% |
| 6M | +22.5% | +33.8% | -11.3% | +16.0% |
| YTD | -2.4% | +76.6% | -78.9% | -13.2% |
| 1Y | -4.7% | +68.2% | -72.9% | -14.4% |
| 3Y | +103.2% | +161.5% | -58.3% | +66.1% |
| All | +103.2% | +159.9% | -56.6% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling