-23.4%
TSLL vs UNP
+32.8%
-56.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.8% |
| 7D | +1.9% | -5.3% | +7.2% | +0.9% |
| 30D | +17.8% | -1.5% | +19.3% | +17.4% |
| 3M | -37.0% | +10.3% | -47.3% | -37.0% |
| 6M | -37.7% | +9.7% | -47.3% | -37.3% |
| YTD | -51.4% | +27.1% | -78.5% | -53.8% |
| 1Y | -23.4% | +32.6% | -55.9% | -19.3% |
| All | -23.4% | +32.8% | -56.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling