+4,199.2%
UNP vs TD
+7,879.0%
-3,679.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.8% |
| 7D | -5.3% | +0.3% | -5.7% | -5.5% |
| 30D | -1.5% | +0.4% | -1.9% | -1.8% |
| 3M | +10.3% | +7.6% | +2.6% | +6.3% |
| 6M | +9.7% | +25.0% | -15.3% | -1.4% |
| YTD | +27.1% | +31.0% | -3.9% | +11.8% |
| 1Y | +32.6% | +65.2% | -32.6% | +4.7% |
| 3Y | +40.0% | +122.5% | -82.5% | -4.6% |
| 5Y | +50.8% | +124.8% | -74.0% | +1.5% |
| 10Y | +278.6% | +298.2% | -19.6% | +97.8% |
| All | +4,199.2% | +7,879.0% | -3,679.8% | +966.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling