+131.2%
TLT vs UNP
+3,119.3%
-2,988.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | -5.3% | +4.9% | -1.1% |
| 30D | -0.6% | -1.5% | +1.0% | -0.8% |
| 3M | -2.7% | +10.3% | -13.0% | -1.4% |
| 6M | -5.6% | +9.7% | -15.3% | -4.3% |
| YTD | -2.8% | +27.1% | -29.9% | +0.6% |
| 1Y | -1.4% | +32.6% | -34.0% | +2.6% |
| 3Y | -1.6% | +40.0% | -41.6% | +3.7% |
| 5Y | -33.8% | +50.8% | -84.7% | -28.9% |
| 10Y | -21.1% | +278.6% | -299.8% | +1.0% |
| All | +131.2% | +3,119.3% | -2,988.1% | +316.0% |
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