+32.6%
UNP vs TTMI
+171.3%
-138.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | +0.1% |
| 7D | -5.3% | +5.9% | -11.2% | -5.4% |
| 30D | -1.5% | -4.3% | +2.8% | -1.5% |
| 3M | +10.3% | -32.0% | +42.3% | +10.6% |
| 6M | +9.7% | +19.5% | -9.8% | +7.5% |
| YTD | +27.1% | +82.0% | -54.9% | +24.1% |
| 1Y | +32.6% | +172.6% | -140.1% | +25.7% |
| All | +32.6% | +171.3% | -138.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling