+4,389.5%
UNP vs TD
+8,075.2%
-3,685.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +5.6% | +5.2% | +0.4% | +3.2% |
| 3M | +2.0% | +1.2% | +0.8% | +1.2% |
| 6M | +15.4% | +17.7% | -2.3% | +6.5% |
| YTD | +32.7% | +34.2% | -1.5% | +15.3% |
| 1Y | +39.4% | +55.4% | -16.0% | +13.2% |
| 3Y | +54.3% | +130.4% | -76.1% | +3.5% |
| 5Y | +39.6% | +101.8% | -62.2% | -1.5% |
| 10Y | +288.9% | +301.9% | -13.0% | +101.8% |
| All | +4,389.5% | +8,075.2% | -3,685.7% | +999.6% |
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