-61.2%
TTD vs RPRX
+66.6%
-127.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +5.1% | +1.2% | +4.1% |
| 30D | -23.9% | +11.2% | -35.1% | -27.4% |
| 3M | -31.4% | +16.7% | -48.1% | -36.1% |
| 6M | -42.7% | +36.0% | -78.7% | -50.6% |
| YTD | -62.0% | +67.8% | -129.8% | -70.5% |
| 1Y | -72.2% | +76.7% | -148.9% | -79.1% |
| 3Y | -81.9% | +128.1% | -210.1% | -88.5% |
| 5Y | -81.5% | +82.9% | -164.4% | -86.1% |
| All | -61.2% | +66.6% | -127.8% | -69.8% |
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