+40.2%
UNP vs TGT
-27.7%
+67.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +4.2% | +2.6% | +1.6% | +3.7% |
| 30D | +5.6% | +4.7% | +0.9% | +4.6% |
| 3M | +2.0% | +4.6% | -2.5% | +1.0% |
| 6M | +15.4% | +34.9% | -19.5% | +8.2% |
| YTD | +32.7% | +70.9% | -38.2% | +18.0% |
| 1Y | +39.4% | +84.4% | -44.9% | +21.9% |
| 3Y | +54.3% | +69.1% | -14.8% | +31.8% |
| All | +40.2% | -27.7% | +67.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling