+765.9%
UNP vs TRGP
+2,231.3%
-1,465.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -1.5% | +11.5% | -13.1% | -4.1% |
| 3M | +10.3% | +9.0% | +1.3% | +7.8% |
| 6M | +9.7% | +20.5% | -10.8% | +4.6% |
| YTD | +27.1% | +59.5% | -32.4% | +13.8% |
| 1Y | +32.6% | +77.9% | -45.3% | +15.4% |
| 3Y | +40.0% | +253.6% | -213.6% | +2.8% |
| 5Y | +50.8% | +615.5% | -564.6% | -6.8% |
| 10Y | +278.6% | +897.1% | -618.5% | +84.1% |
| All | +765.9% | +2,231.3% | -1,465.4% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling