+282.5%
UNP vs TECH
+179.6%
+103.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | +5.4% | +32.9% | -27.5% | -1.5% |
| 6M | +13.4% | +32.1% | -18.7% | +4.4% |
| YTD | +25.0% | +23.4% | +1.6% | +16.5% |
| 1Y | +34.6% | +34.1% | +0.5% | +21.9% |
| 3Y | +43.6% | +2.2% | +41.4% | +34.9% |
| 5Y | +51.7% | -41.8% | +93.5% | +64.5% |
| 10Y | +282.5% | +188.9% | +93.6% | +118.6% |
| All | +282.5% | +179.6% | +103.0% | +118.6% |
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