+56.7%
UNP vs TLN
+583.6%
-526.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | -5.3% | +7.1% | -12.4% | -5.6% |
| 30D | -1.5% | -3.9% | +2.3% | -1.5% |
| 3M | +10.3% | -16.2% | +26.4% | +10.7% |
| 6M | +9.7% | -5.8% | +15.5% | +9.4% |
| YTD | +27.1% | -15.4% | +42.5% | +27.3% |
| 1Y | +32.6% | -16.7% | +49.3% | +32.7% |
| 3Y | +40.0% | +473.8% | -433.8% | +17.7% |
| All | +56.7% | +583.6% | -526.9% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling