-47.2%
TSLL vs UNP
+46.6%
-93.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.9% |
| 7D | +33.0% | +2.1% | +30.9% | +30.9% |
| 30D | +7.7% | +7.7% | 0.0% | +2.5% |
| 3M | +34.7% | +4.0% | +30.7% | +31.1% |
| 6M | -31.5% | +15.7% | -47.2% | -40.5% |
| YTD | -42.4% | +33.5% | -75.9% | -57.0% |
| 1Y | -39.7% | +38.9% | -78.6% | -56.8% |
| 3Y | +3.4% | +53.7% | -50.3% | -31.0% |
| All | -47.2% | +46.6% | -93.8% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling