+37.1%
UNP vs TPR
+31.0%
+6.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.9% | +12.1% | -13.0% | -1.7% |
| 30D | +8.0% | +16.7% | -8.7% | +6.8% |
| 3M | +3.3% | -17.4% | +20.7% | +4.4% |
| 6M | +14.7% | +2.3% | +12.4% | +12.7% |
| YTD | +31.9% | +7.1% | +24.8% | +28.7% |
| 1Y | +37.1% | +29.5% | +7.6% | +30.5% |
| All | +37.1% | +31.0% | +6.1% | +30.5% |
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