+73.4%
RPRX vs TXT
+133.8%
-60.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +0.2% | -2.5% | +2.7% | +0.7% |
| 30D | +18.6% | +14.4% | +4.2% | +15.1% |
| 3M | +18.0% | -4.9% | +22.9% | +18.9% |
| 6M | +33.8% | -10.2% | +44.0% | +36.1% |
| YTD | +76.6% | -4.1% | +80.7% | +76.6% |
| 1Y | +68.2% | +4.0% | +64.3% | +65.3% |
| 3Y | +161.5% | +8.0% | +153.6% | +150.3% |
| 5Y | +91.4% | +8.4% | +83.0% | +79.2% |
| All | +73.4% | +133.8% | -60.5% | +45.8% |
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 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