+277.6%
UNP vs TNA
+86.1%
+191.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -1.8% | -7.3% | +5.5% | -0.2% |
| 30D | -2.7% | -14.2% | +11.4% | +0.5% |
| 3M | +6.5% | -4.6% | +11.1% | +7.1% |
| 6M | +14.4% | +36.9% | -22.6% | +4.5% |
| YTD | +24.8% | +42.5% | -17.7% | +12.3% |
| 1Y | +34.4% | +45.8% | -11.4% | +18.9% |
| 3Y | +43.6% | +104.7% | -61.1% | +7.2% |
| 5Y | +53.2% | -21.7% | +74.9% | +30.0% |
| All | +277.6% | +86.1% | +191.5% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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