+131.8%
UNP vs TENB
-3.6%
+135.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +1.1% |
| 7D | -1.2% | -7.1% | +6.0% | -0.1% |
| 30D | -2.0% | -15.4% | +13.4% | +0.2% |
| 3M | +7.5% | +19.5% | -12.0% | +3.3% |
| 6M | +15.3% | +54.8% | -39.5% | +4.9% |
| YTD | +25.4% | +36.1% | -10.7% | +16.0% |
| 1Y | +35.6% | +7.0% | +28.6% | +31.1% |
| 3Y | +44.1% | -27.6% | +71.7% | +46.8% |
| 5Y | +54.0% | -30.5% | +84.4% | +50.6% |
| All | +131.8% | -3.6% | +135.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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