+298.3%
UNP vs TPR
+383.4%
-85.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -4.6% | +14.2% | -18.7% | -7.6% |
| 30D | +5.6% | +17.1% | -11.5% | +1.6% |
| 3M | -1.3% | -17.7% | +16.4% | +2.5% |
| 6M | +9.2% | -10.2% | +19.4% | +10.3% |
| YTD | +27.3% | +4.9% | +22.4% | +23.1% |
| 1Y | +35.9% | +36.1% | -0.2% | +22.9% |
| 3Y | +45.5% | +416.5% | -371.0% | -10.6% |
| 5Y | +36.0% | +254.8% | -218.8% | -10.9% |
| All | +298.3% | +383.4% | -85.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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