-34.9%
TLT vs UNP
+48.4%
-83.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.3% | -1.7% | +1.5% | -0.2% |
| 30D | 0.0% | -2.1% | +2.1% | 0.0% |
| 3M | -2.9% | +5.4% | -8.3% | -3.0% |
| 6M | -6.3% | +13.4% | -19.6% | -6.6% |
| YTD | -3.3% | +25.0% | -28.3% | -4.0% |
| 1Y | -4.2% | +34.6% | -38.8% | -5.1% |
| 3Y | -1.7% | +43.6% | -45.3% | -2.8% |
| 5Y | -34.9% | +51.7% | -86.6% | -34.7% |
| All | -34.9% | +48.4% | -83.3% | -34.7% |
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 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