+9,562.1%
UNP vs TXT
+2,244.6%
+7,317.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.6% |
| 7D | -3.3% | -3.5% | +0.3% | -2.1% |
| 30D | +6.7% | +15.2% | -8.5% | +1.7% |
| 3M | +1.8% | -4.5% | +6.3% | +2.9% |
| 6M | +13.3% | -6.1% | +19.4% | +14.9% |
| YTD | +30.3% | -2.0% | +32.3% | +30.0% |
| 1Y | +36.9% | +4.2% | +32.7% | +33.8% |
| 3Y | +50.9% | +14.4% | +36.5% | +41.7% |
| 5Y | +37.9% | +12.3% | +25.6% | +28.4% |
| 10Y | +293.8% | +101.8% | +192.0% | +190.2% |
| All | +9,562.1% | +2,244.6% | +7,317.5% | +3,118.9% |
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