+40.2%
UNP vs TPR
+230.3%
-190.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +5.6% | +15.1% | -9.5% | +2.8% |
| 3M | +2.0% | +3.5% | -1.5% | +1.2% |
| 6M | +15.4% | +0.4% | +15.0% | +13.9% |
| YTD | +32.7% | +4.6% | +28.1% | +29.2% |
| 1Y | +39.4% | +33.1% | +6.3% | +29.1% |
| 3Y | +54.3% | +396.0% | -341.7% | +3.5% |
| All | +40.2% | +230.3% | -190.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling