+46.9%
UNP vs TT
+124.8%
-77.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -1.5% | -7.2% | +5.6% | 0.0% |
| 3M | +10.3% | -3.0% | +13.2% | +10.7% |
| 6M | +9.7% | +1.4% | +8.3% | +8.9% |
| YTD | +27.1% | +15.9% | +11.2% | +22.5% |
| 1Y | +32.6% | +9.4% | +23.2% | +29.0% |
| All | +46.9% | +124.8% | -77.9% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling