+53.4%
UNP vs TECK
+199.3%
-145.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -1.7% | +4.9% | -6.6% | -2.5% |
| 30D | -2.1% | +5.2% | -7.3% | -2.9% |
| 3M | +5.4% | +13.8% | -8.3% | +3.0% |
| 6M | +13.4% | +38.5% | -25.1% | +6.6% |
| YTD | +25.0% | +47.3% | -22.4% | +15.8% |
| 1Y | +34.6% | +81.0% | -46.4% | +20.0% |
| 3Y | +43.6% | +79.9% | -36.2% | +25.0% |
| All | +53.4% | +199.3% | -145.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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