+284.1%
UNP vs TPR
+386.9%
-102.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.9% | +12.1% | -13.0% | -3.7% |
| 30D | +8.0% | +16.7% | -8.7% | +3.9% |
| 3M | +3.3% | -17.4% | +20.7% | +7.2% |
| 6M | +14.7% | +2.3% | +12.4% | +12.5% |
| YTD | +31.9% | +7.1% | +24.8% | +27.0% |
| 1Y | +37.1% | +29.5% | +7.6% | +25.6% |
| 3Y | +51.9% | +415.0% | -363.2% | -6.4% |
| 5Y | +39.3% | +261.5% | -222.2% | -9.1% |
| 10Y | +284.1% | +383.3% | -99.2% | +107.6% |
| All | +284.1% | +386.9% | -102.8% | +107.6% |
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