+50.0%
UNP vs TFC
+15.2%
+34.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -0.7% | +2.2% | -3.0% | -1.6% |
| 30D | -1.1% | -2.5% | +1.3% | -0.3% |
| 3M | +7.9% | +4.5% | +3.3% | +5.9% |
| 6M | +14.6% | +11.0% | +3.7% | +10.1% |
| YTD | +26.6% | +5.9% | +20.7% | +23.5% |
| 1Y | +35.6% | +14.6% | +21.0% | +28.4% |
| 3Y | +45.5% | +96.7% | -51.2% | +14.0% |
| 5Y | +50.0% | +15.6% | +34.4% | +35.5% |
| All | +50.0% | +15.2% | +34.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling