+32.6%
UNP vs TXG
+372.5%
-339.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -5.3% | +1.8% | -7.2% | -5.3% |
| 30D | -1.5% | +32.0% | -33.6% | -1.3% |
| 3M | +10.3% | +87.0% | -76.8% | +10.6% |
| 6M | +9.7% | +180.1% | -170.4% | +9.3% |
| YTD | +27.1% | +284.1% | -257.0% | +26.4% |
| 1Y | +32.6% | +361.7% | -329.1% | +30.3% |
| All | +32.6% | +372.5% | -339.9% | +30.3% |
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