+3,930.4%
UNP vs TKO
+1,406.3%
+2,524.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -2.1% | +0.9% | -3.0% | -2.3% |
| 3M | +5.4% | -6.2% | +11.6% | +6.2% |
| 6M | +13.4% | -5.6% | +19.0% | +13.8% |
| YTD | +25.0% | -7.8% | +32.8% | +25.7% |
| 1Y | +34.6% | -1.2% | +35.8% | +33.7% |
| 3Y | +43.6% | +106.5% | -62.9% | +25.5% |
| 5Y | +51.7% | +310.4% | -258.6% | +17.7% |
| 10Y | +282.5% | +987.5% | -705.0% | +145.8% |
| All | +3,930.4% | +1,406.3% | +2,524.1% | +1,924.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling