+35.6%
UNP vs TTMI
+151.8%
-116.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.2% | +6.0% | -7.2% | -1.2% |
| 30D | -2.0% | -6.4% | +4.5% | -1.9% |
| 3M | +7.5% | -28.9% | +36.4% | +7.7% |
| 6M | +15.3% | +26.9% | -11.5% | +13.0% |
| YTD | +25.4% | +77.3% | -51.9% | +22.4% |
| 1Y | +35.6% | +147.5% | -111.9% | +27.9% |
| All | +35.6% | +151.8% | -116.2% | +27.9% |
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