+288.4%
UNP vs TECH
+193.9%
+94.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.3% | +0.3% | +7.0% | +7.2% |
| 3M | +3.6% | +1.0% | +2.6% | +3.4% |
| 6M | +15.8% | +54.0% | -38.1% | +4.3% |
| YTD | +32.6% | +24.3% | +8.3% | +23.5% |
| 1Y | +37.2% | +23.7% | +13.5% | +27.7% |
| 3Y | +52.6% | +28.5% | +24.2% | +34.3% |
| 5Y | +40.6% | -41.2% | +81.8% | +52.5% |
| 10Y | +288.4% | +189.2% | +99.3% | +124.1% |
| All | +288.4% | +193.9% | +94.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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