+102.4%
UNP vs TW
+221.1%
-118.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -5.3% | -2.3% | -3.0% | -4.8% |
| 30D | -1.5% | +3.9% | -5.5% | -2.5% |
| 3M | +10.3% | +5.7% | +4.6% | +8.3% |
| 6M | +9.7% | -14.5% | +24.2% | +13.3% |
| YTD | +27.1% | -0.9% | +28.0% | +26.0% |
| 1Y | +32.6% | -13.5% | +46.1% | +36.0% |
| 3Y | +40.0% | +25.0% | +15.0% | +26.0% |
| 5Y | +50.8% | +22.7% | +28.2% | +33.3% |
| All | +102.4% | +221.1% | -118.8% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling