+34.4%
UNP vs TKO
-1.0%
+35.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -2.7% | -2.5% | -0.3% | -2.6% |
| 3M | +6.5% | -10.6% | +17.1% | +7.5% |
| 6M | +14.4% | -5.1% | +19.4% | +14.8% |
| YTD | +24.8% | -8.2% | +33.0% | +25.8% |
| 1Y | +34.4% | -4.4% | +38.9% | +35.0% |
| All | +34.4% | -1.0% | +35.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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