+54.0%
UNP vs TRV
+162.8%
-108.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | -2.7% | +1.7% | -4.4% | -3.4% |
| 3M | +6.5% | +23.9% | -17.4% | -1.9% |
| 6M | +14.4% | +26.3% | -11.9% | +4.6% |
| YTD | +24.8% | +30.8% | -6.0% | +12.7% |
| 1Y | +34.4% | +36.3% | -1.9% | +19.4% |
| 3Y | +43.6% | +145.0% | -101.4% | -0.9% |
| All | +54.0% | +162.8% | -108.9% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling