+99.7%
UNP vs TW
+209.8%
-110.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -1.2% | -2.7% | +1.6% | -0.5% |
| 30D | -2.0% | -1.7% | -0.2% | -1.6% |
| 3M | +7.5% | +1.6% | +5.9% | +6.6% |
| 6M | +15.3% | -17.7% | +33.0% | +20.2% |
| YTD | +25.4% | -4.3% | +29.8% | +25.4% |
| 1Y | +35.6% | -13.1% | +48.7% | +38.8% |
| 3Y | +44.1% | +20.3% | +23.9% | +31.0% |
| 5Y | +54.0% | +22.0% | +32.0% | +35.9% |
| All | +99.7% | +209.8% | -110.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling