+284.1%
UNP vs TFC
+82.1%
+202.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | +8.0% | +9.0% | -1.0% | +4.2% |
| 3M | +3.3% | -2.1% | +5.5% | +4.0% |
| 6M | +14.7% | +3.4% | +11.4% | +12.6% |
| YTD | +31.9% | +5.3% | +26.6% | +28.2% |
| 1Y | +37.1% | +16.2% | +20.9% | +27.9% |
| 3Y | +51.9% | +94.8% | -42.9% | +12.0% |
| 5Y | +39.3% | -0.7% | +40.0% | +32.4% |
| 10Y | +284.1% | +80.9% | +203.2% | +152.1% |
| All | +284.1% | +82.1% | +202.0% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling