-6.4%
TSLL vs UNP
+53.1%
-59.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | +17.8% | +4.2% | +13.6% | +14.6% |
| 30D | +8.2% | +5.6% | +2.7% | +4.8% |
| 3M | +20.9% | +2.0% | +18.8% | +19.4% |
| 6M | -37.5% | +15.4% | -52.9% | -45.9% |
| YTD | -44.5% | +32.7% | -77.2% | -59.7% |
| 1Y | -33.0% | +39.4% | -72.4% | -54.4% |
| 3Y | -6.4% | +54.3% | -60.7% | -40.5% |
| All | -6.4% | +53.1% | -59.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling