+35.6%
UNP vs TPR
+253.5%
-217.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -4.6% | +14.2% | -18.7% | -6.8% |
| 30D | +5.6% | +17.1% | -11.5% | +2.6% |
| 3M | -1.3% | -17.7% | +16.4% | +1.6% |
| 6M | +9.2% | -10.2% | +19.4% | +10.1% |
| YTD | +27.3% | +4.9% | +22.4% | +24.0% |
| 1Y | +35.9% | +36.1% | -0.2% | +25.4% |
| 3Y | +45.5% | +416.5% | -371.0% | -2.6% |
| All | +35.6% | +253.5% | -217.9% | -4.0% |
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 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