+1,430.7%
UNP vs TEL
+753.4%
+677.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +4.2% | +4.5% | -0.3% | +2.0% |
| 30D | +5.6% | +2.9% | +2.7% | +3.8% |
| 3M | +2.0% | +1.1% | +0.9% | +0.6% |
| 6M | +15.4% | +5.0% | +10.4% | +10.6% |
| YTD | +32.7% | -3.9% | +36.6% | +30.4% |
| 1Y | +39.4% | -7.4% | +46.9% | +38.9% |
| 3Y | +54.3% | +81.0% | -26.7% | +6.3% |
| 5Y | +39.6% | +42.3% | -2.7% | +6.4% |
| 10Y | +288.9% | +284.8% | +4.0% | +71.0% |
| All | +1,430.7% | +753.4% | +677.3% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling