-84.6%
TTD vs UNP
+39.1%
-123.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.4% | +13.1% | +14.1% |
| 7D | +19.0% | -3.3% | +22.2% | +21.3% |
| 30D | +23.6% | +6.7% | +16.9% | +19.3% |
| 3M | +8.2% | +1.8% | +6.4% | +6.9% |
| 6M | -35.3% | +13.3% | -48.6% | -40.2% |
| YTD | -60.7% | +30.3% | -91.0% | -67.2% |
| 1Y | -65.3% | +36.9% | -102.2% | -72.1% |
| 3Y | -80.6% | +50.9% | -131.5% | -85.9% |
| 5Y | -84.6% | +37.9% | -122.6% | -88.3% |
| All | -84.6% | +39.1% | -123.7% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling