+88.7%
UNP vs TE
-53.0%
+141.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -5.3% | -4.0% | -1.4% | -5.2% |
| 30D | -1.5% | -15.9% | +14.4% | -1.0% |
| 3M | +10.3% | -60.5% | +70.8% | +13.6% |
| 6M | +9.7% | -35.2% | +44.9% | +9.5% |
| YTD | +27.1% | -31.1% | +58.2% | +25.6% |
| 1Y | +32.6% | +148.6% | -116.1% | +19.5% |
| 3Y | +40.0% | -26.4% | +66.4% | +28.4% |
| 5Y | +50.8% | -48.0% | +98.9% | +40.9% |
| All | +88.7% | -53.0% | +141.7% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling