+278.5%
UNP vs TRMB
+105.4%
+173.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.6% |
| 7D | -2.1% | +4.1% | -6.2% | -3.4% |
| 30D | +7.3% | -5.1% | +12.4% | +8.1% |
| 3M | +3.6% | -2.6% | +6.2% | +3.2% |
| 6M | +15.8% | -2.7% | +18.5% | +14.8% |
| YTD | +32.6% | -27.9% | +60.5% | +44.9% |
| 1Y | +37.2% | -29.0% | +66.3% | +50.4% |
| 3Y | +52.6% | +35.0% | +17.7% | +28.9% |
| 5Y | +40.6% | -33.9% | +74.5% | +50.0% |
| All | +278.5% | +105.4% | +173.1% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling