-16.3%
TMUS vs UNP
+37.2%
-53.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.8% | +3.7% |
| 7D | +5.3% | -3.3% | +8.6% | +5.9% |
| 30D | +13.5% | +6.7% | +6.8% | +12.7% |
| 3M | -4.2% | +1.8% | -6.0% | -4.6% |
| 6M | -11.9% | +13.3% | -25.2% | -13.7% |
| YTD | -15.6% | +30.3% | -45.9% | -19.4% |
| All | -16.3% | +37.2% | -53.5% | -20.9% |
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 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