+320.5%
TMUS vs UNP
+1,417.3%
-1,096.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | -5.3% | +5.4% | +2.5% |
| 30D | +5.3% | -1.5% | +6.8% | +5.9% |
| 3M | +3.1% | +10.3% | -7.1% | -1.9% |
| 6M | -16.5% | +9.7% | -26.1% | -20.7% |
| YTD | -9.2% | +27.1% | -36.3% | -19.6% |
| 1Y | -26.5% | +32.6% | -59.1% | -36.3% |
| 3Y | +39.0% | +40.0% | -1.0% | +14.7% |
| 5Y | +40.4% | +50.8% | -10.5% | +8.1% |
| 10Y | +303.7% | +278.6% | +25.1% | +79.8% |
| All | +320.5% | +1,417.3% | -1,096.9% | -15.4% |
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