+44.3%
UNP vs TSCO
-18.6%
+62.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -1.2% | -3.1% | +2.0% | -0.4% |
| 30D | -2.0% | -4.4% | +2.4% | -0.9% |
| 3M | +7.5% | +9.7% | -2.2% | +4.6% |
| 6M | +15.3% | -32.4% | +47.8% | +28.0% |
| YTD | +25.4% | -31.7% | +57.1% | +37.7% |
| 1Y | +35.6% | -41.3% | +76.9% | +56.4% |
| All | +44.3% | -18.6% | +62.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling