-72.2%
TTD vs UNP
+32.8%
-105.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | -5.3% | +11.7% | +6.7% |
| 30D | -23.9% | -1.5% | -22.3% | -23.9% |
| 3M | -31.4% | +10.3% | -41.6% | -31.9% |
| 6M | -42.7% | +9.7% | -52.3% | -42.8% |
| YTD | -62.0% | +27.1% | -89.1% | -63.2% |
| 1Y | -72.2% | +32.6% | -104.8% | -74.1% |
| All | -72.2% | +32.8% | -105.0% | -74.1% |
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