+36.0%
TSM vs UNP
+44.1%
-8.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | -10.0% | +3.6% | -13.6% | -9.9% |
| 30D | -18.5% | +11.4% | -29.9% | -18.5% |
| 3M | -4.9% | +4.6% | -9.5% | -4.6% |
| 6M | -1.0% | +18.3% | -19.2% | -2.5% |
| YTD | +31.3% | +35.4% | -4.1% | +27.1% |
| 1Y | +36.0% | +42.6% | -6.6% | +28.9% |
| All | +36.0% | +44.1% | -8.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling