+309.1%
TMUS vs UNP
+273.1%
+36.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +3.1% | -1.1% | +4.3% | +3.4% |
| 3M | +2.4% | +7.9% | -5.4% | -0.5% |
| 6M | -17.1% | +14.6% | -31.7% | -21.2% |
| YTD | -9.1% | +26.6% | -35.7% | -16.7% |
| 1Y | -23.6% | +35.6% | -59.2% | -31.7% |
| 3Y | +38.8% | +45.5% | -6.7% | +18.8% |
| 5Y | +43.0% | +50.0% | -7.0% | +18.0% |
| 10Y | +309.1% | +271.8% | +37.3% | +128.6% |
| All | +309.1% | +273.1% | +36.0% | +128.6% |
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