+4,887.2%
UNP vs TTMI
+504.4%
+4,382.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | -1.1% |
| 7D | -5.3% | +5.9% | -11.2% | -6.1% |
| 30D | -1.5% | -4.3% | +2.8% | -1.3% |
| 3M | +10.3% | -32.0% | +42.3% | +14.4% |
| 6M | +9.7% | +19.5% | -9.8% | +3.5% |
| YTD | +27.1% | +82.0% | -54.9% | +11.7% |
| 1Y | +32.6% | +172.6% | -140.1% | +8.4% |
| 3Y | +40.0% | +744.7% | -704.7% | -5.8% |
| 5Y | +50.8% | +805.6% | -754.7% | -1.3% |
| 10Y | +278.6% | +1,057.6% | -779.0% | +132.6% |
| All | +4,887.2% | +504.4% | +4,382.8% | +2,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling