+35.7%
TSM vs UNP
+38.9%
-3.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.0% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | -12.5% | +8.0% | -20.5% | -12.4% |
| 3M | -5.0% | +3.3% | -8.3% | -4.7% |
| 6M | -3.2% | +14.7% | -17.9% | -4.5% |
| YTD | +31.5% | +31.9% | -0.4% | +27.7% |
| 1Y | +35.7% | +37.1% | -1.4% | +30.4% |
| All | +35.7% | +38.9% | -3.2% | +30.4% |
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 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