+10,418.3%
UNP vs TRMB
+3,104.9%
+7,313.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -16.6% | +15.6% | +1.4% |
| 30D | +8.0% | -8.9% | +16.9% | +9.1% |
| 3M | +3.3% | -6.3% | +9.7% | +3.9% |
| 6M | +14.7% | -10.0% | +24.7% | +15.7% |
| YTD | +31.9% | -30.1% | +62.0% | +37.8% |
| 1Y | +37.1% | -31.3% | +68.4% | +43.5% |
| 3Y | +51.9% | +30.8% | +21.0% | +43.7% |
| 5Y | +39.3% | -35.9% | +75.2% | +44.3% |
| 10Y | +284.1% | +101.7% | +182.4% | +236.6% |
| All | +10,418.3% | +3,104.9% | +7,313.5% | +6,522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling