+2,845.3%
UNP vs TRI
+518.6%
+2,326.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +2.3% |
| 7D | -0.7% | -7.1% | +6.3% | +2.0% |
| 30D | -1.1% | -2.3% | +1.2% | -0.8% |
| 3M | +7.9% | +19.6% | -11.7% | -2.6% |
| 6M | +14.6% | -8.7% | +23.3% | +14.6% |
| YTD | +26.6% | -22.3% | +48.8% | +33.6% |
| 1Y | +35.6% | -40.7% | +76.2% | +62.2% |
| 3Y | +45.5% | -17.8% | +63.3% | +43.4% |
| 5Y | +50.0% | -8.5% | +58.5% | +37.8% |
| 10Y | +271.8% | +192.6% | +79.2% | +83.7% |
| All | +2,845.3% | +518.6% | +2,326.7% | +773.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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