+281.1%
UNP vs TMF
-81.8%
+362.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.3% |
| 7D | +2.1% | -8.2% | +10.3% | +1.4% |
| 30D | +7.7% | +5.3% | +2.4% | +8.2% |
| 3M | +4.0% | -8.5% | +12.5% | +3.3% |
| 6M | +15.7% | -17.2% | +32.8% | +14.0% |
| YTD | +33.5% | -23.4% | +56.9% | +30.8% |
| 1Y | +38.9% | -30.2% | +69.2% | +35.0% |
| 3Y | +53.7% | -32.9% | +86.6% | +51.3% |
| 5Y | +40.4% | -88.5% | +129.0% | +6.7% |
| All | +281.1% | -81.8% | +362.9% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling