+37.0%
UNP vs TEM
+61.6%
-24.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +0.9% | -6.3% | -5.4% |
| 30D | -1.5% | +38.4% | -39.9% | -2.9% |
| 3M | +10.3% | +23.7% | -13.4% | +9.0% |
| 6M | +9.7% | +26.0% | -16.3% | +8.0% |
| YTD | +27.1% | +9.4% | +17.7% | +25.8% |
| 1Y | +32.6% | -17.3% | +49.9% | +32.6% |
| All | +37.0% | +61.6% | -24.5% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling