+9,741.5%
TER vs UNP
+9,939.8%
-198.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.4% | +11.3% |
| 7D | -5.8% | -3.3% | -2.5% | -3.6% |
| 30D | -38.9% | +6.7% | -45.6% | -41.5% |
| 3M | -35.1% | +1.8% | -36.9% | -36.1% |
| 6M | -31.6% | +13.3% | -44.9% | -37.8% |
| YTD | +27.2% | +30.3% | -3.1% | +6.4% |
| 1Y | +35.2% | +36.9% | -1.7% | +9.6% |
| 3Y | +192.8% | +50.9% | +141.9% | +125.5% |
| 5Y | +72.4% | +37.9% | +34.5% | +38.4% |
| 10Y | +1,001.8% | +293.8% | +708.1% | +368.3% |
| All | +9,741.5% | +9,939.8% | -198.3% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling