+39.4%
UNP vs TTMI
+6.4%
+33.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | +4.2% | +11.4% | -7.1% | +4.3% |
| 30D | +5.6% | -28.3% | +33.9% | +5.2% |
| 3M | +2.0% | -46.7% | +48.7% | +1.8% |
| 6M | +15.4% | -56.1% | +71.5% | +15.0% |
| YTD | +32.7% | +7.4% | +25.4% | +29.8% |
| 1Y | +39.4% | +17.4% | +22.0% | +36.7% |
| All | +39.4% | +6.4% | +33.1% | +36.7% |
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