+54.0%
UNP vs TRU
-36.7%
+90.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -9.4% | +8.2% | +1.1% |
| 30D | -2.0% | -4.1% | +2.1% | -1.1% |
| 3M | +7.5% | +13.6% | -6.1% | +3.8% |
| 6M | +15.3% | +3.6% | +11.8% | +13.3% |
| YTD | +25.4% | -9.8% | +35.2% | +26.7% |
| 1Y | +35.6% | -13.6% | +49.2% | +37.9% |
| 3Y | +44.1% | -2.0% | +46.1% | +37.1% |
| 5Y | +54.0% | -35.8% | +89.8% | +68.2% |
| All | +54.0% | -36.7% | +90.6% | +68.2% |
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