+35.2%
UNP vs TEM
+46.9%
-11.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | -1.2% | -9.2% | +8.0% | -0.8% |
| 30D | -2.0% | +5.5% | -7.4% | -2.3% |
| 3M | +7.5% | +18.7% | -11.2% | +6.5% |
| 6M | +15.3% | +15.4% | -0.1% | +13.9% |
| YTD | +25.4% | -0.5% | +25.9% | +24.6% |
| 1Y | +35.6% | -24.8% | +60.4% | +36.2% |
| All | +35.2% | +46.9% | -11.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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