+277.6%
UNP vs TGT
+207.4%
+70.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.8% | -5.2% | +3.4% | -0.6% |
| 30D | -2.7% | +1.2% | -3.9% | -3.1% |
| 3M | +6.5% | +18.4% | -11.9% | +2.0% |
| 6M | +14.4% | +33.4% | -19.1% | +6.2% |
| YTD | +24.8% | +63.8% | -39.0% | +10.0% |
| 1Y | +34.4% | +77.2% | -42.7% | +15.9% |
| 3Y | +43.6% | +41.8% | +1.8% | +25.8% |
| 5Y | +53.2% | -25.5% | +78.8% | +54.3% |
| All | +277.6% | +207.4% | +70.3% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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