+271.8%
UNP vs TT
+899.5%
-627.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.5% |
| 30D | -1.1% | -7.3% | +6.2% | +2.3% |
| 3M | +7.9% | -2.6% | +10.4% | +8.5% |
| 6M | +14.6% | +5.9% | +8.7% | +10.3% |
| YTD | +26.6% | +15.4% | +11.2% | +16.5% |
| 1Y | +35.6% | +8.2% | +27.3% | +28.0% |
| 3Y | +45.5% | +122.7% | -77.2% | -9.8% |
| 5Y | +50.0% | +145.0% | -95.0% | -14.1% |
| 10Y | +271.8% | +893.7% | -621.9% | -5.0% |
| All | +271.8% | +899.5% | -627.7% | -5.0% |
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