+281.1%
UNP vs TT
+737.0%
-456.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.1% | +8.1% | -6.0% | -1.4% |
| 30D | +7.7% | -11.3% | +19.0% | +13.1% |
| 3M | +4.0% | -11.2% | +15.2% | +9.0% |
| 6M | +15.7% | -8.9% | +24.6% | +18.9% |
| YTD | +33.5% | +9.7% | +23.8% | +24.8% |
| 1Y | +38.9% | +1.3% | +37.7% | +34.7% |
| 3Y | +53.7% | +93.4% | -39.7% | +2.3% |
| 5Y | +40.4% | +133.5% | -93.1% | -18.5% |
| All | +281.1% | +737.0% | -456.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling