+78.9%
RPRX vs TXT
+143.0%
-64.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +4.6% | -1.1% | +5.7% | +4.8% |
| 30D | +22.0% | +17.1% | +4.9% | +17.9% |
| 3M | +20.3% | -2.6% | +22.9% | +20.7% |
| 6M | +37.9% | -4.6% | +42.5% | +38.5% |
| YTD | +82.2% | -0.3% | +82.5% | +80.8% |
| 1Y | +83.7% | +5.9% | +77.8% | +79.9% |
| 3Y | +175.4% | +14.4% | +161.1% | +160.4% |
| 5Y | +87.7% | +15.9% | +71.9% | +73.5% |
| All | +78.9% | +143.0% | -64.1% | +49.2% |
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