-7.0%
TLT vs UNP
+38.9%
-45.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.1% | +4.2% | -7.3% | -3.3% |
| 30D | +1.0% | +5.6% | -4.5% | +0.8% |
| 3M | -2.7% | +2.0% | -4.8% | -2.9% |
| 6M | -4.1% | +15.4% | -19.6% | -4.6% |
| YTD | -5.4% | +32.7% | -38.1% | -6.4% |
| 1Y | -7.0% | +39.4% | -46.4% | -8.3% |
| All | -7.0% | +38.9% | -45.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling