+277.6%
UNP vs TEL
+316.2%
-38.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -2.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.6% |
| 30D | -2.7% | -0.7% | -2.1% | -2.7% |
| 3M | +6.5% | +2.4% | +4.1% | +4.4% |
| 6M | +14.4% | +4.1% | +10.2% | +9.7% |
| YTD | +24.8% | -5.8% | +30.6% | +24.6% |
| 1Y | +34.4% | +0.9% | +33.5% | +28.3% |
| 3Y | +43.6% | +72.6% | -29.0% | -0.6% |
| 5Y | +53.2% | +57.5% | -4.3% | +8.6% |
| All | +277.6% | +316.2% | -38.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling