+364.1%
TTD vs UNP
+280.3%
+83.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | -7.4% | -1.2% | -6.3% | -6.7% |
| 30D | +3.0% | -2.0% | +5.0% | +4.1% |
| 3M | -27.6% | +7.5% | -35.1% | -31.4% |
| 6M | -49.5% | +15.3% | -64.8% | -54.8% |
| YTD | -63.2% | +25.4% | -88.6% | -69.2% |
| 1Y | -69.7% | +35.6% | -105.3% | -76.1% |
| 3Y | -83.3% | +44.1% | -127.5% | -87.7% |
| 5Y | -80.8% | +54.0% | -134.8% | -86.6% |
| All | +364.1% | +280.3% | +83.8% | +76.6% |
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