+279.5%
UNP vs TD
+303.5%
-24.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.1% |
| 7D | -1.2% | -2.6% | +1.4% | +0.4% |
| 30D | -2.0% | -1.0% | -1.0% | -1.5% |
| 3M | +7.5% | +5.6% | +1.9% | +3.5% |
| 6M | +15.3% | +27.1% | -11.8% | -1.3% |
| YTD | +25.4% | +29.4% | -4.0% | +6.1% |
| 1Y | +35.6% | +60.7% | -25.1% | 0.0% |
| 3Y | +44.1% | +127.6% | -83.5% | -16.5% |
| 5Y | +54.0% | +125.4% | -71.4% | -12.6% |
| All | +279.5% | +303.5% | -24.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling