+379.4%
TTD vs UNP
+285.4%
+94.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.5% |
| 7D | +6.3% | -5.3% | +11.7% | +10.1% |
| 30D | -23.9% | -1.5% | -22.3% | -23.2% |
| 3M | -31.4% | +10.3% | -41.6% | -36.1% |
| 6M | -42.7% | +9.7% | -52.3% | -47.0% |
| YTD | -62.0% | +27.1% | -89.1% | -68.5% |
| 1Y | -72.2% | +32.6% | -104.8% | -77.7% |
| 3Y | -81.9% | +40.0% | -121.9% | -86.3% |
| 5Y | -81.5% | +50.8% | -132.4% | -87.0% |
| All | +379.4% | +285.4% | +94.0% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling