-56.8%
TSLL vs UNP
+39.8%
-96.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.3% | +10.5% |
| 7D | -21.2% | -4.6% | -16.7% | -18.2% |
| 30D | -13.3% | +5.6% | -18.9% | -16.4% |
| 3M | +15.4% | -1.3% | +16.7% | +16.4% |
| 6M | -34.2% | +9.2% | -43.5% | -40.5% |
| YTD | -52.9% | +27.3% | -80.2% | -63.7% |
| 1Y | -54.3% | +35.9% | -90.3% | -67.1% |
| 3Y | -18.4% | +45.5% | -63.8% | -43.4% |
| All | -56.8% | +39.8% | -96.7% | -69.5% |
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