+56.1%
RPRX vs TXT
+122.6%
-66.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +7.2% | -11.1% | +18.2% | +9.7% |
| 3M | +10.9% | -13.0% | +23.9% | +13.8% |
| 6M | +34.6% | -16.2% | +50.8% | +39.0% |
| YTD | +59.0% | -8.7% | +67.7% | +61.0% |
| 1Y | +72.5% | -3.8% | +76.3% | +72.5% |
| 3Y | +124.1% | +5.5% | +118.6% | +115.7% |
| 5Y | +75.9% | +12.3% | +63.6% | +64.1% |
| All | +56.1% | +122.6% | -66.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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