+527.9%
TTD vs UNP
+287.8%
+240.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | +20.8% | -2.1% | +22.9% | +22.6% |
| 30D | +33.8% | +7.3% | +26.5% | +27.9% |
| 3M | +17.8% | +3.6% | +14.2% | +14.8% |
| 6M | -25.7% | +15.8% | -41.6% | -33.2% |
| YTD | -57.9% | +32.6% | -90.5% | -66.1% |
| 1Y | -63.8% | +37.2% | -101.1% | -71.7% |
| 3Y | -75.0% | +52.6% | -127.6% | -82.3% |
| 5Y | -82.5% | +40.6% | -123.1% | -87.0% |
| 10Y | +527.9% | +288.4% | +239.5% | +123.0% |
| All | +527.9% | +287.8% | +240.1% | +123.0% |
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