+274.7%
UNP vs TPR
+325.8%
-51.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | -2.3% | -3.0% | -4.8% |
| 30D | -1.5% | -23.0% | +21.4% | +4.1% |
| 3M | +10.3% | -12.5% | +22.7% | +12.7% |
| 6M | +9.7% | -21.4% | +31.1% | +14.5% |
| YTD | +27.1% | -3.5% | +30.6% | +25.7% |
| 1Y | +32.6% | +17.4% | +15.2% | +24.2% |
| 3Y | +40.0% | +291.3% | -251.3% | -7.3% |
| 5Y | +50.8% | +241.9% | -191.1% | -0.5% |
| All | +274.7% | +325.8% | -51.1% | +108.0% |
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