+32.6%
UNP vs TDG
-9.4%
+42.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.3% | -2.0% | -3.3% | -5.3% |
| 30D | -1.5% | -7.4% | +5.8% | -1.3% |
| 3M | +10.3% | -5.4% | +15.6% | +10.3% |
| 6M | +9.7% | -11.6% | +21.3% | +9.6% |
| YTD | +27.1% | -12.6% | +39.7% | +25.6% |
| 1Y | +32.6% | -9.3% | +41.9% | +30.0% |
| All | +32.6% | -9.4% | +42.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling