-34.3%
TLT vs UNP
+35.3%
-69.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | +0.1% | -4.6% | +4.7% | +0.3% |
| 30D | +6.2% | +5.6% | +0.5% | +6.0% |
| 3M | +0.1% | -1.3% | +1.4% | +0.1% |
| 6M | -3.0% | +9.2% | -12.2% | -3.3% |
| YTD | -2.7% | +27.3% | -30.1% | -3.5% |
| 1Y | -4.8% | +35.9% | -40.8% | -5.8% |
| 3Y | +6.9% | +45.5% | -38.6% | +5.5% |
| All | -34.3% | +35.3% | -69.7% | -33.7% |
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