-52.1%
TSLL vs UNP
+43.1%
-95.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.2% |
| 7D | -14.3% | -3.3% | -11.1% | -11.8% |
| 30D | -6.2% | +6.7% | -12.9% | -10.1% |
| 3M | +21.2% | +1.8% | +19.4% | +19.8% |
| 6M | -36.6% | +13.3% | -49.9% | -44.2% |
| YTD | -47.8% | +30.3% | -78.1% | -60.3% |
| 1Y | -45.2% | +36.9% | -82.2% | -60.4% |
| 3Y | -3.3% | +50.9% | -54.2% | -34.6% |
| All | -52.1% | +43.1% | -95.3% | -66.7% |
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