+45.5%
UNP vs TMF
-25.3%
+70.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | +5.6% | +19.7% | -14.1% | +4.9% |
| 3M | -1.3% | -2.1% | +0.8% | -1.3% |
| 6M | +9.2% | -13.4% | +22.7% | +9.6% |
| YTD | +27.3% | -16.7% | +44.1% | +27.9% |
| 1Y | +35.9% | -23.3% | +59.3% | +36.9% |
| 3Y | +45.5% | -24.8% | +70.3% | +47.0% |
| All | +45.5% | -25.3% | +70.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling