+8,630.0%
TER vs UNP
+9,708.2%
-1,078.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.2% |
| 7D | -20.5% | -4.6% | -15.9% | -18.1% |
| 30D | -47.0% | +5.6% | -52.6% | -49.0% |
| 3M | -43.3% | -1.3% | -42.0% | -43.2% |
| 6M | -42.9% | +9.2% | -52.1% | -47.0% |
| YTD | +12.9% | +27.3% | -14.5% | -4.4% |
| 1Y | +18.2% | +35.9% | -17.7% | -3.9% |
| 3Y | +151.8% | +45.5% | +106.3% | +98.0% |
| 5Y | +54.2% | +36.0% | +18.2% | +24.7% |
| 10Y | +908.2% | +307.2% | +601.0% | +319.8% |
| All | +8,630.0% | +9,708.2% | -1,078.3% | +709.6% |
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 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