+9,562.1%
UNP vs TAP
+810.2%
+8,751.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -3.3% | -7.8% | +4.6% | -1.7% |
| 30D | +6.7% | +7.1% | -0.4% | +5.2% |
| 3M | +1.8% | -7.0% | +8.8% | +3.0% |
| 6M | +13.3% | -3.8% | +17.1% | +13.7% |
| YTD | +30.3% | -11.7% | +42.0% | +32.7% |
| 1Y | +36.9% | -10.1% | +47.0% | +38.8% |
| 3Y | +50.9% | -23.7% | +74.6% | +56.8% |
| 5Y | +37.9% | +2.9% | +35.0% | +34.2% |
| 10Y | +293.8% | -49.5% | +343.3% | +319.8% |
| All | +9,562.1% | +810.2% | +8,751.9% | +6,807.9% |
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