+46.9%
UNP vs TXT
+4.5%
+42.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -5.3% | -4.8% | -0.6% | -3.5% |
| 30D | -1.5% | -10.6% | +9.1% | +2.9% |
| 3M | +10.3% | -13.2% | +23.4% | +16.2% |
| 6M | +9.7% | -20.3% | +30.0% | +19.6% |
| YTD | +27.1% | -9.3% | +36.4% | +30.9% |
| 1Y | +32.6% | -2.7% | +35.3% | +32.3% |
| All | +46.9% | +4.5% | +42.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling