+139.3%
RPRX vs TXT
+4.5%
+134.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +5.1% | -4.8% | +9.9% | +5.9% |
| 30D | +11.2% | -10.6% | +21.8% | +13.2% |
| 3M | +16.7% | -13.2% | +29.9% | +19.1% |
| 6M | +36.0% | -20.3% | +56.3% | +40.7% |
| YTD | +67.8% | -9.3% | +77.1% | +69.7% |
| 1Y | +76.7% | -2.7% | +79.4% | +76.4% |
| All | +139.3% | +4.5% | +134.8% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling