+1,564.6%
UNP vs TNA
+990.0%
+574.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.7% | +4.1% | -4.8% | -1.7% |
| 30D | -1.1% | -7.6% | +6.5% | +0.7% |
| 3M | +7.9% | +8.1% | -0.2% | +5.1% |
| 6M | +14.6% | +49.0% | -34.4% | +1.7% |
| YTD | +26.6% | +51.7% | -25.1% | +11.0% |
| 1Y | +35.6% | +59.6% | -24.1% | +15.8% |
| 3Y | +45.5% | +118.9% | -73.4% | +4.1% |
| 5Y | +50.0% | -19.2% | +69.2% | +23.4% |
| 10Y | +271.8% | +77.2% | +194.6% | +88.8% |
| All | +1,564.6% | +990.0% | +574.6% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling