+1,818.8%
UNP vs TDG
+12,839.7%
-11,020.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -2.1% | -8.0% | +5.9% | +1.0% |
| 3M | +5.4% | -10.5% | +15.9% | +9.5% |
| 6M | +13.4% | -11.9% | +25.3% | +17.8% |
| YTD | +25.0% | -15.4% | +40.3% | +31.2% |
| 1Y | +34.6% | -14.2% | +48.8% | +40.1% |
| 3Y | +43.6% | +51.0% | -7.4% | +16.3% |
| 5Y | +51.7% | +126.5% | -74.7% | +1.5% |
| 10Y | +282.5% | +535.6% | -253.0% | +51.7% |
| All | +1,818.8% | +12,839.7% | -11,020.9% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling