+64.8%
RPRX vs TXT
+121.3%
-56.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +5.1% | -4.8% | +9.9% | +6.2% |
| 30D | +11.2% | -10.6% | +21.8% | +13.8% |
| 3M | +16.7% | -13.2% | +29.9% | +19.9% |
| 6M | +36.0% | -20.3% | +56.3% | +42.1% |
| YTD | +67.8% | -9.3% | +77.1% | +70.2% |
| 1Y | +76.7% | -2.7% | +79.4% | +76.2% |
| 3Y | +128.1% | +1.4% | +126.7% | +121.7% |
| 5Y | +82.9% | +9.6% | +73.3% | +71.4% |
| All | +64.8% | +121.3% | -56.5% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling