+9,321.7%
UNP vs TT
+16,138.6%
-6,816.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -1.5% | -7.4% | +5.8% | +1.2% |
| 3M | +10.3% | -3.2% | +13.5% | +11.1% |
| 6M | +9.7% | +1.1% | +8.6% | +8.4% |
| YTD | +27.1% | +15.6% | +11.5% | +19.3% |
| 1Y | +32.6% | +9.2% | +23.4% | +26.6% |
| 3Y | +40.0% | +124.4% | -84.4% | -0.4% |
| 5Y | +50.8% | +138.0% | -87.2% | +3.5% |
| 10Y | +278.6% | +886.4% | -607.8% | +54.4% |
| All | +9,321.7% | +16,138.6% | -6,816.9% | +1,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling