-22.5%
TXG vs RPRX
+52.7%
-75.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.5% |
| 7D | +9.5% | -8.4% | +17.8% | +14.2% |
| 30D | +18.8% | -0.6% | +19.4% | +18.9% |
| 3M | +136.1% | +6.4% | +129.7% | +126.8% |
| 6M | +235.2% | +26.6% | +208.6% | +194.0% |
| YTD | +320.5% | +53.8% | +266.8% | +233.0% |
| 1Y | +425.2% | +62.8% | +362.4% | +298.6% |
| 3Y | +42.9% | +118.0% | -75.1% | -9.2% |
| 5Y | -62.8% | +71.2% | -134.0% | -72.2% |
| All | -22.5% | +52.7% | -75.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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