+9,679.6%
UNP vs TXT
+2,283.4%
+7,396.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.7% |
| 7D | -0.9% | -1.1% | +0.1% | -0.6% |
| 30D | +8.0% | +17.1% | -9.1% | +2.4% |
| 3M | +3.3% | -2.6% | +6.0% | +3.9% |
| 6M | +14.7% | -4.6% | +19.3% | +15.7% |
| YTD | +31.9% | -0.3% | +32.3% | +30.9% |
| 1Y | +37.1% | +5.9% | +31.2% | +33.3% |
| 3Y | +51.9% | +14.4% | +37.5% | +42.5% |
| 5Y | +39.3% | +15.9% | +23.4% | +28.4% |
| 10Y | +284.1% | +99.6% | +184.5% | +183.8% |
| All | +9,679.6% | +2,283.4% | +7,396.2% | +3,140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling