+277.8%
UNP vs TRU
+226.0%
+51.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -1.7% | -6.5% | +4.8% | +0.2% |
| 30D | -2.1% | -2.5% | +0.4% | -1.5% |
| 3M | +5.4% | +10.4% | -4.9% | +1.5% |
| 6M | +13.4% | +1.6% | +11.7% | +11.3% |
| YTD | +25.0% | -9.7% | +34.7% | +26.2% |
| 1Y | +34.6% | -17.3% | +51.8% | +38.9% |
| 3Y | +43.6% | -1.8% | +45.5% | +32.8% |
| 5Y | +51.7% | -36.2% | +88.0% | +61.1% |
| 10Y | +282.5% | +143.2% | +139.3% | +169.3% |
| All | +277.8% | +226.0% | +51.8% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling