+282.5%
UNP vs TRMB
+113.5%
+169.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.5% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | -2.1% | -1.8% | -0.3% | -1.7% |
| 3M | +5.4% | +8.4% | -3.0% | +2.0% |
| 6M | +13.4% | -18.5% | +31.9% | +20.4% |
| YTD | +25.0% | -26.7% | +51.7% | +37.4% |
| 1Y | +34.6% | -28.3% | +62.9% | +48.4% |
| 3Y | +43.6% | +12.6% | +31.0% | +30.4% |
| 5Y | +51.7% | -38.7% | +90.4% | +68.9% |
| 10Y | +282.5% | +120.8% | +161.8% | +139.5% |
| All | +282.5% | +113.5% | +169.0% | +139.5% |
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