+45.5%
UNP vs TAP
-23.7%
+69.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.6% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +5.6% | +9.1% | -3.5% | +3.5% |
| 3M | -1.3% | -3.8% | +2.5% | -0.7% |
| 6M | +9.2% | -3.4% | +12.7% | +9.6% |
| YTD | +27.3% | -10.6% | +38.0% | +29.6% |
| 1Y | +35.9% | -4.4% | +40.3% | +35.9% |
| 3Y | +45.5% | -24.4% | +69.8% | +48.1% |
| All | +45.5% | -23.7% | +69.1% | +48.1% |
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