+34.4%
UNP vs TSCO
-42.3%
+76.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -1.8% | -5.7% | +3.9% | -1.1% |
| 30D | -2.7% | -8.8% | +6.0% | -1.6% |
| 3M | +6.5% | +6.3% | +0.2% | +5.3% |
| 6M | +14.4% | -32.3% | +46.6% | +19.2% |
| YTD | +24.8% | -32.7% | +57.5% | +28.5% |
| 1Y | +34.4% | -43.7% | +78.1% | +39.7% |
| All | +34.4% | -42.3% | +76.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling