+43.8%
UNP vs TE
-22.1%
+65.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.2% |
| 7D | -1.7% | +15.0% | -16.7% | -2.1% |
| 30D | -2.1% | -7.5% | +5.4% | -2.0% |
| 3M | +5.4% | -42.0% | +47.4% | +6.5% |
| 6M | +13.4% | -31.4% | +44.8% | +13.1% |
| YTD | +25.0% | -26.5% | +51.5% | +23.6% |
| 1Y | +34.6% | +153.1% | -118.5% | +23.9% |
| All | +43.8% | -22.1% | +65.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling