+9,899.1%
UNP vs TRMB
+3,227.2%
+6,671.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -1.2% | -5.4% | +4.3% | -0.3% |
| 30D | -2.0% | -2.0% | 0.0% | -1.7% |
| 3M | +7.5% | +12.3% | -4.8% | +5.5% |
| 6M | +15.3% | -17.6% | +33.0% | +18.2% |
| YTD | +25.4% | -27.5% | +52.9% | +30.8% |
| 1Y | +35.6% | -29.1% | +64.7% | +41.7% |
| 3Y | +44.1% | +11.5% | +32.7% | +39.8% |
| 5Y | +54.0% | -39.5% | +93.4% | +61.3% |
| 10Y | +283.9% | +118.6% | +165.3% | +234.0% |
| All | +9,899.1% | +3,227.2% | +6,671.9% | +6,185.4% |
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