+54.0%
UNP vs TSCO
-11.8%
+65.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -1.8% | -5.7% | +3.9% | -0.2% |
| 30D | -2.7% | -8.8% | +6.0% | -0.2% |
| 3M | +6.5% | +6.3% | +0.2% | +4.3% |
| 6M | +14.4% | -32.3% | +46.6% | +27.5% |
| YTD | +24.8% | -32.7% | +57.5% | +38.6% |
| 1Y | +34.4% | -43.7% | +78.1% | +58.1% |
| 3Y | +43.6% | -19.7% | +63.2% | +47.7% |
| All | +54.0% | -11.8% | +65.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling