+1,643.1%
TSM vs UNP
+286.3%
+1,356.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +6.2% | +4.2% | +2.0% | +4.4% |
| 30D | -7.3% | +5.6% | -12.9% | -9.5% |
| 3M | -7.1% | +2.0% | -9.2% | -8.2% |
| 6M | +0.2% | +15.4% | -15.2% | -6.8% |
| YTD | +32.2% | +32.7% | -0.5% | +15.1% |
| 1Y | +42.8% | +39.4% | +3.4% | +21.3% |
| 3Y | +330.4% | +54.3% | +276.1% | +241.1% |
| 5Y | +263.9% | +39.6% | +224.3% | +196.8% |
| All | +1,643.1% | +286.3% | +1,356.8% | +906.0% |
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