+54.3%
UNP vs TAP
-22.2%
+76.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.3% |
| 7D | +4.2% | +1.3% | +3.0% | +3.9% |
| 30D | +5.6% | +5.7% | -0.1% | +4.2% |
| 3M | +2.0% | -1.9% | +3.9% | +2.2% |
| 6M | +15.4% | +0.9% | +14.5% | +14.5% |
| YTD | +32.7% | -9.5% | +42.2% | +34.7% |
| 1Y | +39.4% | -9.0% | +48.4% | +41.2% |
| 3Y | +54.3% | -22.2% | +76.5% | +56.2% |
| All | +54.3% | -22.2% | +76.5% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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