+50.0%
UNP vs TXT
+12.6%
+37.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.1% | -11.1% | +9.9% | +3.6% |
| 3M | +7.9% | -13.0% | +20.8% | +13.7% |
| 6M | +14.6% | -16.2% | +30.8% | +22.4% |
| YTD | +26.6% | -8.7% | +35.3% | +30.2% |
| 1Y | +35.6% | -3.8% | +39.3% | +36.1% |
| 3Y | +45.5% | +5.5% | +40.0% | +37.2% |
| 5Y | +50.0% | +12.3% | +37.7% | +33.5% |
| All | +50.0% | +12.6% | +37.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling