+68.4%
T vs UNP
+271.6%
-203.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | +4.6% | -2.1% | +6.7% | +5.2% |
| 3M | +12.2% | +5.4% | +6.8% | +10.2% |
| 6M | -6.5% | +13.4% | -19.8% | -10.5% |
| YTD | +4.9% | +25.0% | -20.1% | -2.9% |
| 1Y | -10.5% | +34.6% | -45.1% | -19.2% |
| 3Y | +104.6% | +43.6% | +61.0% | +78.4% |
| 5Y | +64.2% | +51.7% | +12.5% | +37.6% |
| 10Y | +68.4% | +282.5% | -214.1% | +4.3% |
| All | +68.4% | +271.6% | -203.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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