+20,389.3%
TXN vs UNP
+9,690.0%
+10,699.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.7% |
| 7D | -0.1% | -5.3% | +5.3% | +2.5% |
| 30D | -6.9% | -1.5% | -5.4% | -6.4% |
| 3M | -14.9% | +10.3% | -25.2% | -19.2% |
| 6M | +29.0% | +9.7% | +19.3% | +23.2% |
| YTD | +51.5% | +27.1% | +24.4% | +34.9% |
| 1Y | +41.6% | +32.6% | +9.0% | +23.5% |
| 3Y | +65.8% | +40.0% | +25.8% | +40.8% |
| 5Y | +56.8% | +50.8% | +6.0% | +26.7% |
| 10Y | +387.5% | +278.6% | +108.8% | +158.4% |
| All | +20,389.3% | +9,690.0% | +10,699.4% | +2,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling