+191.2%
TER vs UNP
+53.1%
+138.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +14.4% | +4.2% | +10.1% | +11.4% |
| 30D | -30.6% | +5.6% | -36.2% | -33.2% |
| 3M | -39.2% | +2.0% | -41.2% | -40.2% |
| 6M | -31.3% | +15.4% | -46.7% | -40.0% |
| YTD | +29.1% | +32.7% | -3.6% | -0.1% |
| 1Y | +47.4% | +39.4% | +8.0% | +8.9% |
| 3Y | +191.2% | +54.3% | +136.9% | +93.5% |
| All | +191.2% | +53.1% | +138.2% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling