-62.4%
TTD vs RPRX
+53.1%
-115.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +2.0% |
| 7D | -7.4% | -8.0% | +0.6% | -4.0% |
| 30D | +3.0% | +2.1% | +1.0% | +1.9% |
| 3M | -27.6% | +8.2% | -35.8% | -30.3% |
| 6M | -49.5% | +28.9% | -78.4% | -55.4% |
| YTD | -63.2% | +54.1% | -117.3% | -70.4% |
| 1Y | -69.7% | +65.5% | -135.3% | -76.6% |
| 3Y | -83.3% | +117.3% | -200.6% | -89.2% |
| 5Y | -80.8% | +71.6% | -152.4% | -85.1% |
| All | -62.4% | +53.1% | -115.5% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling