+75.4%
TSM vs UNP
+33.7%
+41.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +4.0% | -2.1% | +6.2% | +4.2% |
| 3M | +2.0% | +5.4% | -3.5% | +0.9% |
| 6M | +25.5% | +13.4% | +12.1% | +20.9% |
| YTD | +44.0% | +25.0% | +19.0% | +36.5% |
| 1Y | +75.4% | +34.6% | +40.9% | +64.6% |
| All | +75.4% | +33.7% | +41.7% | +64.6% |
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