+1,598.5%
TSM vs UNP
+293.6%
+1,304.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -2.1% | -0.9% | -1.1% | -1.6% |
| 30D | -12.5% | +8.0% | -20.5% | -15.5% |
| 3M | -5.0% | +3.3% | -8.3% | -6.6% |
| 6M | -3.2% | +14.7% | -17.9% | -9.7% |
| YTD | +31.5% | +31.9% | -0.4% | +14.8% |
| 1Y | +35.7% | +37.1% | -1.4% | +16.2% |
| 3Y | +323.5% | +51.9% | +271.6% | +238.5% |
| 5Y | +263.4% | +39.3% | +224.1% | +196.9% |
| 10Y | +1,598.5% | +284.1% | +1,314.4% | +940.4% |
| All | +1,598.5% | +293.6% | +1,304.9% | +940.4% |
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 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