+273.1%
TSM vs UNP
+51.0%
+222.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | -5.3% | +8.1% | +4.5% |
| 30D | +3.6% | -1.5% | +5.1% | +4.1% |
| 3M | -3.4% | +10.3% | -13.6% | -6.9% |
| 6M | +20.6% | +9.7% | +11.0% | +16.2% |
| YTD | +41.9% | +27.1% | +14.8% | +29.7% |
| 1Y | +84.4% | +32.6% | +51.8% | +65.8% |
| 3Y | +380.2% | +40.0% | +340.2% | +313.5% |
| All | +273.1% | +51.0% | +222.1% | +213.7% |
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