+278.9%
UNP vs TTMI
+394.2%
-115.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | +4.2% | +11.4% | -7.1% | +2.3% |
| 30D | +5.6% | -28.3% | +33.9% | +9.1% |
| 3M | +2.0% | -46.7% | +48.7% | +9.9% |
| 6M | +15.4% | -56.1% | +71.5% | +25.9% |
| YTD | +32.7% | +7.4% | +25.4% | +15.8% |
| 1Y | +39.4% | +17.4% | +22.0% | +17.9% |
| 3Y | +54.3% | +429.1% | -374.8% | -17.0% |
| 5Y | +39.6% | +418.8% | -379.1% | -28.0% |
| All | +278.9% | +394.2% | -115.3% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling