-26.5%
TMUS vs UNP
+32.8%
-59.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | -5.3% | +5.4% | +0.8% |
| 30D | +5.3% | -1.5% | +6.8% | +5.4% |
| 3M | +3.1% | +10.3% | -7.1% | +1.1% |
| 6M | -16.5% | +9.7% | -26.1% | -18.4% |
| YTD | -9.2% | +27.1% | -36.3% | -14.3% |
| 1Y | -26.5% | +32.6% | -59.1% | -33.7% |
| All | -26.5% | +32.8% | -59.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling