+61.4%
T vs UNP
+287.8%
-226.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | -1.0% | +7.3% | -8.3% | -3.2% |
| 3M | -8.1% | +3.6% | -11.7% | -9.2% |
| 6M | -8.3% | +15.8% | -24.1% | -12.7% |
| YTD | -6.1% | +32.6% | -38.7% | -14.7% |
| 1Y | -7.4% | +37.2% | -44.6% | -16.8% |
| 3Y | +65.4% | +52.6% | +12.8% | +41.4% |
| 5Y | +57.6% | +40.6% | +17.1% | +36.4% |
| 10Y | +61.4% | +288.4% | -227.1% | +1.6% |
| All | +61.4% | +287.8% | -226.4% | +1.6% |
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