+237.8%
TMUS vs UNP
+286.3%
-48.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | +4.9% | +4.2% | +0.7% | +3.5% |
| 30D | +7.7% | +5.6% | +2.1% | +5.8% |
| 3M | -6.8% | +2.0% | -8.8% | -7.5% |
| 6M | -9.7% | +15.4% | -25.1% | -14.2% |
| YTD | -15.0% | +32.7% | -47.7% | -23.2% |
| 1Y | -19.1% | +39.4% | -58.6% | -28.3% |
| 3Y | +21.4% | +54.3% | -32.9% | +2.0% |
| 5Y | +51.2% | +39.6% | +11.5% | +29.4% |
| All | +237.8% | +286.3% | -48.5% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling