+275.3%
TMUS vs UNP
+1,420.2%
-1,144.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | +3.6% | -4.6% | +8.1% | +5.7% |
| 30D | -3.4% | +5.6% | -9.0% | -5.7% |
| 3M | -9.5% | -1.3% | -8.1% | -9.0% |
| 6M | -15.2% | +9.2% | -24.4% | -19.1% |
| YTD | -18.9% | +27.3% | -46.3% | -28.3% |
| 1Y | -17.7% | +35.9% | -53.6% | -29.4% |
| 3Y | +15.6% | +45.5% | -29.8% | -6.2% |
| 5Y | +38.9% | +36.0% | +2.9% | +13.0% |
| 10Y | +245.3% | +307.2% | -61.9% | +48.2% |
| All | +275.3% | +1,420.2% | -1,144.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling