+1,815.4%
TSM vs UNP
+271.6%
+1,543.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +4.8% | -1.7% | +6.5% | +5.5% |
| 30D | +4.0% | -2.1% | +6.2% | +4.9% |
| 3M | +2.0% | +5.4% | -3.5% | -0.9% |
| 6M | +25.5% | +13.4% | +12.1% | +17.7% |
| YTD | +44.0% | +25.0% | +19.0% | +29.2% |
| 1Y | +75.4% | +34.6% | +40.9% | +52.0% |
| 3Y | +406.7% | +43.6% | +363.1% | +317.3% |
| 5Y | +285.0% | +51.7% | +233.3% | +201.8% |
| 10Y | +1,815.4% | +282.5% | +1,532.9% | +1,043.7% |
| All | +1,815.4% | +271.6% | +1,543.8% | +1,043.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling