+53.4%
UNP vs TE
-46.0%
+99.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.2% |
| 7D | -1.7% | +15.0% | -16.7% | -2.3% |
| 30D | -2.1% | -7.5% | +5.4% | -1.9% |
| 3M | +5.4% | -42.0% | +47.4% | +7.1% |
| 6M | +13.4% | -31.4% | +44.8% | +13.0% |
| YTD | +25.0% | -26.5% | +51.5% | +23.1% |
| 1Y | +34.6% | +153.1% | -118.5% | +20.6% |
| 3Y | +43.6% | -20.7% | +64.3% | +31.9% |
| All | +53.4% | -46.0% | +99.4% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling