+9,321.7%
UNP vs TAP
+825.0%
+8,496.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | -2.3% | -3.0% | -4.9% |
| 30D | -1.5% | -2.1% | +0.6% | -1.2% |
| 3M | +10.3% | +6.6% | +3.6% | +8.6% |
| 6M | +9.7% | -11.5% | +21.2% | +11.9% |
| YTD | +27.1% | -10.3% | +37.4% | +29.2% |
| 1Y | +32.6% | -14.4% | +47.0% | +35.7% |
| 3Y | +40.0% | -28.3% | +68.3% | +47.2% |
| 5Y | +50.8% | +1.7% | +49.1% | +47.1% |
| 10Y | +278.6% | -49.2% | +327.8% | +303.6% |
| All | +9,321.7% | +825.0% | +8,496.7% | +6,624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling