+51.7%
UNP vs TRGP
+639.4%
-587.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.1% | +9.5% | -11.6% | -4.4% |
| 3M | +5.4% | +10.8% | -5.4% | +2.5% |
| 6M | +13.4% | +25.3% | -12.0% | +6.5% |
| YTD | +25.0% | +60.3% | -35.3% | +10.0% |
| 1Y | +34.6% | +84.6% | -50.0% | +13.8% |
| 3Y | +43.6% | +264.4% | -220.7% | -1.9% |
| 5Y | +51.7% | +636.6% | -584.8% | -17.8% |
| All | +51.7% | +639.4% | -587.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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