-1.1%
TLT vs UNP
+46.5%
-47.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | -0.3% | -1.1% | +0.8% | -0.3% |
| 3M | -1.7% | +7.9% | -9.6% | -2.0% |
| 6M | -4.9% | +14.6% | -19.5% | -5.4% |
| YTD | -2.8% | +26.6% | -29.4% | -3.7% |
| 1Y | -4.2% | +35.6% | -39.8% | -5.4% |
| 3Y | -1.1% | +45.5% | -46.6% | -4.7% |
| All | -1.1% | +46.5% | -47.6% | -4.7% |
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