-82.5%
TTD vs RPRX
+89.2%
-171.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +20.8% | +3.6% | +17.2% | +18.9% |
| 30D | +33.8% | +21.2% | +12.7% | +22.1% |
| 3M | +17.8% | +21.6% | -3.8% | +7.0% |
| 6M | -25.7% | +36.7% | -62.4% | -36.6% |
| YTD | -57.9% | +83.7% | -141.6% | -69.8% |
| 1Y | -63.8% | +83.2% | -147.0% | -74.1% |
| 3Y | -75.0% | +177.7% | -252.7% | -87.3% |
| 5Y | -82.5% | +95.8% | -178.3% | -86.6% |
| All | -82.5% | +89.2% | -171.8% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling