+202.8%
TER vs UNP
+51.0%
+151.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | -5.3% | +6.0% | +4.5% |
| 30D | -8.3% | -1.5% | -6.7% | -7.3% |
| 3M | -12.2% | +10.3% | -22.5% | -19.0% |
| 6M | +17.1% | +9.7% | +7.4% | +8.2% |
| YTD | +84.7% | +27.1% | +57.6% | +52.9% |
| 1Y | +199.9% | +32.6% | +167.3% | +140.6% |
| 3Y | +232.8% | +40.0% | +192.8% | +158.8% |
| All | +202.8% | +51.0% | +151.9% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling