+37.2%
UNP vs TPR
+28.7%
+8.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -2.1% | +6.4% | -8.5% | -2.5% |
| 30D | +7.3% | +13.8% | -6.5% | +6.2% |
| 3M | +3.6% | -16.6% | +20.3% | +4.6% |
| 6M | +15.8% | +0.7% | +15.2% | +13.9% |
| YTD | +32.6% | +5.3% | +27.2% | +29.1% |
| 1Y | +37.2% | +32.4% | +4.9% | +28.7% |
| All | +37.2% | +28.7% | +8.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling