-63.8%
TTD vs UNP
+37.4%
-101.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +20.8% | -2.1% | +22.9% | +20.7% |
| 30D | +33.8% | +7.3% | +26.5% | +33.3% |
| 3M | +17.8% | +3.6% | +14.2% | +17.4% |
| 6M | -25.7% | +15.8% | -41.6% | -25.6% |
| YTD | -57.9% | +32.6% | -90.5% | -58.8% |
| 1Y | -63.8% | +37.2% | -101.1% | -65.9% |
| All | -63.8% | +37.4% | -101.3% | -65.9% |
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 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