+43.9%
UNP vs TEM
+89.7%
-45.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.1% | +0.8% |
| 7D | +2.1% | +7.8% | -5.7% | +1.8% |
| 30D | +7.7% | +11.2% | -3.5% | +7.2% |
| 3M | +4.0% | +39.0% | -34.9% | +2.3% |
| 6M | +15.7% | +61.6% | -46.0% | +12.7% |
| YTD | +33.5% | +28.5% | +5.0% | +31.0% |
| 1Y | +38.9% | +6.7% | +32.2% | +37.5% |
| All | +43.9% | +89.7% | -45.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling