-83.3%
TTD vs UNP
+46.5%
-129.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.7% | -0.7% | +2.5% | +2.0% |
| 30D | +1.6% | -1.1% | +2.7% | +1.9% |
| 3M | -27.8% | +7.9% | -35.7% | -30.4% |
| 6M | -52.1% | +14.6% | -66.8% | -55.3% |
| YTD | -63.1% | +26.6% | -89.7% | -67.6% |
| 1Y | -73.1% | +35.6% | -108.6% | -77.4% |
| 3Y | -83.3% | +45.5% | -128.8% | -87.7% |
| All | -83.3% | +46.5% | -129.8% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling