-60.3%
TSLL vs UNP
+43.6%
-103.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.5% | -19.4% |
| 7D | -28.9% | -1.3% | -27.6% | -27.8% |
| 30D | -21.4% | +7.7% | -29.2% | -25.2% |
| 3M | +5.0% | +1.3% | +3.7% | +4.2% |
| 6M | -36.6% | +14.0% | -50.5% | -44.4% |
| YTD | -56.6% | +30.8% | -87.4% | -67.1% |
| 1Y | -60.9% | +40.0% | -100.8% | -72.3% |
| 3Y | -25.2% | +50.1% | -75.3% | -49.2% |
| All | -60.3% | +43.6% | -103.9% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling