+19.6%
TMO vs UNP
+43.0%
-23.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +1.1% | -2.7% | +3.9% | +2.2% |
| 3M | +28.3% | +6.5% | +21.8% | +25.5% |
| 6M | +23.3% | +14.4% | +8.9% | +16.3% |
| YTD | +5.5% | +24.8% | -19.4% | -5.1% |
| 1Y | +24.5% | +34.4% | -9.9% | +7.3% |
| 3Y | +19.6% | +43.6% | -24.0% | -3.1% |
| All | +19.6% | +43.0% | -23.4% | -3.1% |
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