+508.5%
TTD vs UNP
+286.3%
+222.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.7% |
| 7D | +21.3% | +4.2% | +17.0% | +18.2% |
| 30D | +28.7% | +5.6% | +23.1% | +24.3% |
| 3M | +7.7% | +2.0% | +5.7% | +5.9% |
| 6M | -23.5% | +15.4% | -38.9% | -31.0% |
| YTD | -58.7% | +32.7% | -91.4% | -66.8% |
| 1Y | -63.4% | +39.4% | -102.9% | -71.7% |
| 3Y | -75.3% | +54.3% | -129.6% | -82.6% |
| 5Y | -84.4% | +39.6% | -124.0% | -88.3% |
| All | +508.5% | +286.3% | +222.2% | +115.9% |
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