+2,676.1%
UNP vs TCOM
+2,694.8%
-18.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -5.3% | -9.5% | +4.2% | -3.9% |
| 30D | -1.5% | -10.7% | +9.2% | +0.1% |
| 3M | +10.3% | -14.6% | +24.9% | +12.5% |
| 6M | +9.7% | -19.3% | +29.0% | +12.7% |
| YTD | +27.1% | -42.9% | +70.0% | +37.2% |
| 1Y | +32.6% | -43.8% | +76.4% | +43.2% |
| 3Y | +40.0% | +2.1% | +37.9% | +33.6% |
| 5Y | +50.8% | +31.2% | +19.6% | +30.7% |
| 10Y | +278.6% | -13.9% | +292.6% | +234.4% |
| All | +2,676.1% | +2,694.8% | -18.7% | +1,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling