-49.1%
TSLL vs UNP
+45.8%
-94.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | +20.9% | +2.0% | +18.8% | +19.2% |
| 6M | -37.5% | +15.4% | -52.9% | -45.6% |
| YTD | -44.5% | +32.7% | -77.2% | -58.4% |
| 1Y | -33.0% | +39.4% | -72.4% | -52.3% |
| 3Y | -6.4% | +54.3% | -60.7% | -37.6% |
| All | -49.1% | +45.8% | -94.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling