+40.2%
UNP vs TCOM
+40.6%
-0.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | +4.2% | -1.8% | +6.0% | +4.3% |
| 30D | +5.6% | +12.1% | -6.5% | +4.8% |
| 3M | +2.0% | -3.2% | +5.2% | +2.2% |
| 6M | +15.4% | -16.6% | +32.0% | +16.5% |
| YTD | +32.7% | -39.4% | +72.1% | +36.5% |
| 1Y | +39.4% | -41.5% | +81.0% | +43.8% |
| 3Y | +54.3% | +24.4% | +29.9% | +49.8% |
| All | +40.2% | +40.6% | -0.4% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling