+57.0%
UNP vs TLN
+630.2%
-573.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -2.8% |
| 7D | -4.6% | -1.3% | -3.2% | -4.5% |
| 30D | +5.6% | -10.5% | +16.1% | +5.9% |
| 3M | -1.3% | +0.1% | -1.4% | -1.5% |
| 6M | +9.2% | -17.4% | +26.6% | +9.7% |
| YTD | +27.3% | -9.7% | +37.0% | +27.1% |
| 1Y | +35.9% | -12.3% | +48.2% | +35.7% |
| 3Y | +45.5% | +528.3% | -482.8% | +21.1% |
| All | +57.0% | +630.2% | -573.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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