+282.5%
UNP vs TXT
+100.3%
+182.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -2.1% | -10.4% | +8.3% | +2.6% |
| 3M | +5.4% | -14.3% | +19.8% | +12.3% |
| 6M | +13.4% | -15.1% | +28.5% | +20.8% |
| YTD | +25.0% | -8.3% | +33.3% | +28.5% |
| 1Y | +34.6% | -0.7% | +35.3% | +33.4% |
| 3Y | +43.6% | +6.0% | +37.6% | +35.6% |
| 5Y | +51.7% | +12.5% | +39.2% | +36.1% |
| 10Y | +282.5% | +103.2% | +179.3% | +163.0% |
| All | +282.5% | +100.3% | +182.2% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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