+44.3%
UNP vs TRV
+141.6%
-97.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | -2.0% | -1.8% | -0.2% | -1.5% |
| 3M | +7.5% | +21.6% | -14.1% | +1.0% |
| 6M | +15.3% | +22.5% | -7.1% | +8.1% |
| YTD | +25.4% | +28.1% | -2.7% | +16.0% |
| 1Y | +35.6% | +37.0% | -1.4% | +23.1% |
| All | +44.3% | +141.6% | -97.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling