+59.6%
TXN vs UNP
+52.3%
+7.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.1% |
| 7D | +4.0% | -1.8% | +5.8% | +5.0% |
| 30D | -2.9% | -2.7% | -0.1% | -1.5% |
| 3M | -9.1% | +6.5% | -15.6% | -13.0% |
| 6M | +36.6% | +14.4% | +22.3% | +25.7% |
| YTD | +57.5% | +24.8% | +32.7% | +37.8% |
| 1Y | +49.5% | +34.4% | +15.1% | +25.5% |
| 3Y | +76.5% | +43.6% | +33.0% | +43.4% |
| All | +59.6% | +52.3% | +7.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling