+50.0%
UNP vs TRMB
-37.5%
+87.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +7.9% | +9.6% | -1.7% | +4.8% |
| 6M | +14.6% | -16.1% | +30.8% | +19.4% |
| YTD | +26.6% | -25.0% | +51.6% | +35.8% |
| 1Y | +35.6% | -27.7% | +63.3% | +46.5% |
| 3Y | +45.5% | +15.3% | +30.2% | +34.5% |
| 5Y | +50.0% | -37.4% | +87.4% | +58.5% |
| All | +50.0% | -37.5% | +87.5% | +58.5% |
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 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