+3,088.2%
UNP vs TECK
+2,171.4%
+916.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | +4.6% | -6.2% | -2.5% |
| 3M | +10.3% | +2.8% | +7.4% | +8.9% |
| 6M | +9.7% | +24.9% | -15.2% | +3.6% |
| YTD | +27.1% | +44.7% | -17.6% | +16.0% |
| 1Y | +32.6% | +112.0% | -79.4% | +11.2% |
| 3Y | +40.0% | +67.6% | -27.6% | +19.9% |
| 5Y | +50.8% | +200.3% | -149.5% | +9.7% |
| 10Y | +278.6% | +358.2% | -79.6% | +125.9% |
| All | +3,088.2% | +2,171.4% | +916.8% | +1,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling