-44.5%
TOST vs RPRX
+106.3%
-150.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | +0.2% | +9.3% | +9.3% |
| 30D | +13.5% | +18.6% | -5.1% | +4.5% |
| 3M | -0.1% | +18.0% | -18.2% | -8.1% |
| 6M | +22.5% | +33.8% | -11.3% | +5.0% |
| YTD | -2.4% | +76.6% | -78.9% | -28.4% |
| 1Y | -4.7% | +68.2% | -72.9% | -28.4% |
| 3Y | +103.2% | +161.5% | -58.3% | +12.8% |
| 5Y | -41.2% | +91.4% | -132.6% | -54.5% |
| All | -44.5% | +106.3% | -150.9% | -59.7% |
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