+111.3%
UNP vs TW
+301.3%
-190.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +4.2% | +3.9% | +0.3% | +3.3% |
| 30D | +5.6% | +19.9% | -14.3% | +1.2% |
| 3M | +2.0% | +25.9% | -23.9% | -3.5% |
| 6M | +15.4% | +21.1% | -5.7% | +9.7% |
| YTD | +32.7% | +23.9% | +8.8% | +24.7% |
| 1Y | +39.4% | +21.2% | +18.2% | +31.7% |
| 3Y | +54.3% | +44.8% | +9.5% | +34.9% |
| 5Y | +39.6% | +41.4% | -1.8% | +20.2% |
| All | +111.3% | +301.3% | -190.0% | +31.5% |
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