+322.0%
TSM vs UNP
+46.2%
+275.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.8% |
| 7D | -7.6% | -4.6% | -3.0% | -6.6% |
| 30D | -20.5% | +5.6% | -26.1% | -21.4% |
| 3M | -10.0% | -1.3% | -8.7% | -9.7% |
| 6M | -10.1% | +9.2% | -19.3% | -12.5% |
| YTD | +24.5% | +27.3% | -2.8% | +15.6% |
| 1Y | +31.2% | +35.9% | -4.7% | +19.3% |
| 3Y | +322.0% | +45.5% | +276.5% | +257.5% |
| All | +322.0% | +46.2% | +275.8% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling