+90.2%
TT vs RPRX
+159.9%
-69.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -14.0% | +18.6% | -32.6% | -15.0% |
| 3M | -15.9% | +18.0% | -33.9% | -16.9% |
| 6M | -17.3% | +33.8% | -51.1% | -19.7% |
| YTD | +4.0% | +76.6% | -72.6% | -1.7% |
| 1Y | -7.1% | +68.2% | -75.3% | -11.9% |
| 3Y | +90.2% | +161.5% | -71.3% | +75.5% |
| All | +90.2% | +159.9% | -69.6% | +75.5% |
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