+236.4%
TSM vs UNP
+35.3%
+201.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.1% |
| 7D | -7.6% | -4.6% | -3.0% | -6.2% |
| 30D | -20.5% | +5.6% | -26.1% | -21.9% |
| 3M | -10.0% | -1.3% | -8.7% | -9.8% |
| 6M | -10.1% | +9.2% | -19.3% | -13.3% |
| YTD | +24.5% | +27.3% | -2.8% | +13.3% |
| 1Y | +31.2% | +35.9% | -4.7% | +16.4% |
| 3Y | +322.0% | +45.5% | +276.5% | +255.7% |
| All | +236.4% | +35.3% | +201.1% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling