-46.0%
TSLL vs UNP
+44.1%
-90.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -5.8% |
| 7D | -9.4% | +3.6% | -13.0% | -8.4% |
| 30D | +1.6% | +11.4% | -9.8% | +5.0% |
| 3M | +29.4% | +4.6% | +24.8% | +31.3% |
| 6M | -20.1% | +18.3% | -38.4% | -17.6% |
| YTD | -44.5% | +35.4% | -79.9% | -44.3% |
| 1Y | -46.0% | +42.6% | -88.6% | -45.6% |
| All | -46.0% | +44.1% | -90.1% | -45.6% |
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