+43.8%
UNP vs TCOM
+8.5%
+35.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -1.7% | -10.2% | +8.5% | -1.2% |
| 30D | -2.1% | -16.8% | +14.7% | -1.3% |
| 3M | +5.4% | -16.7% | +22.1% | +6.3% |
| 6M | +13.4% | -27.1% | +40.5% | +15.1% |
| YTD | +25.0% | -45.5% | +70.5% | +29.1% |
| 1Y | +34.6% | -45.9% | +80.4% | +39.0% |
| All | +43.8% | +8.5% | +35.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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