+54.0%
UNP vs TKO
+291.2%
-237.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | +2.3% | -4.1% | -2.1% |
| 30D | -2.7% | -2.5% | -0.3% | -2.5% |
| 3M | +6.5% | -10.6% | +17.1% | +8.0% |
| 6M | +14.4% | -5.1% | +19.4% | +14.7% |
| YTD | +24.8% | -8.2% | +33.0% | +25.7% |
| 1Y | +34.4% | -4.4% | +38.9% | +34.3% |
| 3Y | +43.6% | +100.4% | -56.8% | +26.6% |
| All | +54.0% | +291.2% | -237.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling