+288.4%
UNP vs TPR
+378.8%
-90.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -2.1% | +6.4% | -8.5% | -3.6% |
| 30D | +7.3% | +13.8% | -6.5% | +3.9% |
| 3M | +3.6% | -16.6% | +20.3% | +7.3% |
| 6M | +15.8% | +0.7% | +15.2% | +14.0% |
| YTD | +32.6% | +5.3% | +27.2% | +28.1% |
| 1Y | +37.2% | +32.4% | +4.9% | +25.1% |
| 3Y | +52.6% | +406.4% | -353.8% | -5.6% |
| 5Y | +40.6% | +227.9% | -187.4% | -5.7% |
| 10Y | +288.4% | +371.7% | -83.3% | +110.9% |
| All | +288.4% | +378.8% | -90.4% | +110.9% |
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