+34.6%
UNP vs TFC
+13.9%
+20.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | -2.1% | -2.3% | +0.2% | -1.4% |
| 3M | +5.4% | +2.5% | +3.0% | +4.0% |
| 6M | +13.4% | +9.5% | +3.9% | +8.7% |
| YTD | +25.0% | +5.1% | +19.9% | +21.2% |
| 1Y | +34.6% | +15.5% | +19.1% | +27.0% |
| All | +34.6% | +13.9% | +20.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling