-58.4%
TTD vs RPRX
+79.7%
-138.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +20.8% | +2.1% | +18.7% | +19.9% |
| 30D | +27.1% | +21.9% | +5.2% | +16.5% |
| 3M | +14.7% | +16.9% | -2.3% | +6.9% |
| 6M | -26.8% | +34.5% | -61.4% | -36.2% |
| YTD | -59.2% | +80.9% | -140.2% | -69.5% |
| 1Y | -64.7% | +77.6% | -142.3% | -73.3% |
| 3Y | -75.8% | +173.5% | -249.4% | -86.0% |
| 5Y | -84.6% | +84.9% | -169.5% | -88.4% |
| All | -58.4% | +79.7% | -138.1% | -68.7% |
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 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