+39.3%
UNP vs TRMB
-37.9%
+77.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -16.6% | +15.6% | +3.0% |
| 30D | +8.0% | -8.9% | +16.9% | +9.6% |
| 3M | +3.3% | -6.3% | +9.7% | +4.0% |
| 6M | +14.7% | -10.0% | +24.7% | +16.2% |
| YTD | +31.9% | -30.1% | +62.0% | +42.8% |
| 1Y | +37.1% | -31.3% | +68.4% | +48.8% |
| 3Y | +51.9% | +30.8% | +21.0% | +34.8% |
| 5Y | +39.3% | -35.9% | +75.2% | +41.7% |
| All | +39.3% | -37.9% | +77.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling