+34.4%
UNP vs TDY
+10.5%
+23.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -2.7% | -12.0% | +9.3% | +0.1% |
| 3M | +6.5% | -3.2% | +9.7% | +6.9% |
| 6M | +14.4% | -7.9% | +22.2% | +16.6% |
| YTD | +24.8% | +18.2% | +6.6% | +15.7% |
| 1Y | +34.4% | +6.7% | +27.8% | +29.2% |
| All | +34.4% | +10.5% | +23.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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