+5,138.3%
UNP vs TTMI
+267.1%
+4,871.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +2.1% | +22.6% | -20.5% | -0.9% |
| 30D | +7.7% | -34.3% | +42.0% | +12.1% |
| 3M | +4.0% | -44.8% | +48.8% | +10.1% |
| 6M | +15.7% | -53.3% | +69.0% | +23.2% |
| YTD | +33.5% | +10.6% | +22.9% | +22.9% |
| 1Y | +38.9% | +8.2% | +30.7% | +27.5% |
| 3Y | +53.7% | +435.7% | -382.0% | +7.9% |
| 5Y | +40.4% | +434.2% | -393.7% | -3.3% |
| 10Y | +291.1% | +426.4% | -135.3% | +162.1% |
| All | +5,138.3% | +267.1% | +4,871.2% | +2,744.4% |
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 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