+40.2%
UNP vs TMF
-88.6%
+128.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +4.2% | -9.3% | +13.5% | +4.5% |
| 30D | +5.6% | +1.9% | +3.7% | +5.5% |
| 3M | +2.0% | -11.2% | +13.3% | +2.3% |
| 6M | +15.4% | -17.7% | +33.1% | +15.9% |
| YTD | +32.7% | -24.5% | +57.2% | +33.5% |
| 1Y | +39.4% | -29.4% | +68.9% | +40.4% |
| 3Y | +54.3% | -33.4% | +87.7% | +55.2% |
| All | +40.2% | -88.6% | +128.8% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling