-55.4%
TSLL vs UNP
+39.6%
-95.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | -5.3% | +7.2% | +5.9% |
| 30D | +17.8% | -1.5% | +19.3% | +18.9% |
| 3M | -37.0% | +10.3% | -47.3% | -43.1% |
| 6M | -37.7% | +9.7% | -47.3% | -44.4% |
| YTD | -51.4% | +27.1% | -78.5% | -62.5% |
| 1Y | -23.4% | +32.6% | -55.9% | -43.4% |
| 3Y | -30.8% | +40.0% | -70.8% | -50.7% |
| All | -55.4% | +39.6% | -95.0% | -68.5% |
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 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