+9,283.7%
UNP vs TRV
+6,550.0%
+2,733.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -1.1% | -4.9% | +3.7% | +0.6% |
| 3M | +7.9% | +23.7% | -15.9% | -0.7% |
| 6M | +14.6% | +20.3% | -5.7% | +6.6% |
| YTD | +26.6% | +27.1% | -0.5% | +15.3% |
| 1Y | +35.6% | +35.3% | +0.2% | +20.5% |
| 3Y | +45.5% | +139.8% | -94.3% | +2.8% |
| 5Y | +50.0% | +153.9% | -103.9% | +2.8% |
| 10Y | +271.8% | +285.9% | -14.0% | +114.6% |
| All | +9,283.7% | +6,550.0% | +2,733.6% | +2,283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling