+42.6%
UNP vs TXG
+406.9%
-364.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.7% |
| 7D | +3.6% | -19.3% | +22.9% | +3.4% |
| 30D | +11.4% | -30.9% | +42.3% | +11.2% |
| 3M | +4.6% | +41.1% | -36.5% | +4.9% |
| 6M | +18.3% | +211.9% | -193.6% | +18.7% |
| YTD | +35.4% | +314.0% | -278.6% | +34.8% |
| 1Y | +42.6% | +405.4% | -362.8% | +40.2% |
| All | +42.6% | +406.9% | -364.3% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling