+51.7%
UNP vs TTMI
+806.9%
-755.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.9% |
| 7D | -1.7% | +7.5% | -9.2% | -2.5% |
| 30D | -2.1% | -4.5% | +2.4% | -1.9% |
| 3M | +5.4% | -28.5% | +34.0% | +8.1% |
| 6M | +13.4% | +28.4% | -15.0% | +6.2% |
| YTD | +25.0% | +80.1% | -55.1% | +10.0% |
| 1Y | +34.6% | +161.0% | -126.5% | +9.4% |
| 3Y | +43.6% | +862.4% | -818.8% | -13.3% |
| 5Y | +51.7% | +812.9% | -761.2% | -9.3% |
| All | +51.7% | +806.9% | -755.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling