+40.2%
UNP vs TRU
-26.5%
+66.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +5.6% | +21.3% | -15.7% | +0.7% |
| 3M | +2.0% | +0.2% | +1.8% | +1.5% |
| 6M | +15.4% | +22.4% | -7.0% | +8.9% |
| YTD | +32.7% | -4.8% | +37.6% | +31.9% |
| 1Y | +39.4% | -0.2% | +39.6% | +36.7% |
| 3Y | +54.3% | +57.9% | -3.6% | +27.9% |
| All | +40.2% | -26.5% | +66.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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