+13,171.6%
TSM vs UNP
+3,282.6%
+9,888.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | +4.4% | -2.1% | +6.5% | +5.6% |
| 30D | -7.0% | +7.3% | -14.3% | -10.2% |
| 3M | -1.8% | +3.6% | -5.4% | -3.9% |
| 6M | +2.7% | +15.8% | -13.2% | -5.5% |
| YTD | +37.1% | +32.6% | +4.5% | +17.5% |
| 1Y | +43.5% | +37.2% | +6.2% | +20.8% |
| 3Y | +341.5% | +52.6% | +288.9% | +245.6% |
| 5Y | +278.9% | +40.6% | +238.3% | +202.6% |
| 10Y | +1,641.8% | +288.4% | +1,353.4% | +697.9% |
| All | +13,171.6% | +3,282.6% | +9,888.9% | +1,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling