+5,286.9%
UNP vs TSCO
+48,339.6%
-43,052.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.0% |
| 7D | -1.7% | -2.5% | +0.7% | -1.5% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +5.4% | +14.3% | -8.8% | +4.1% |
| 6M | +13.4% | -31.9% | +45.3% | +17.0% |
| YTD | +25.0% | -30.7% | +55.6% | +28.6% |
| 1Y | +34.6% | -41.1% | +75.6% | +40.4% |
| 3Y | +43.6% | -17.1% | +60.8% | +45.2% |
| 5Y | +51.7% | -7.5% | +59.3% | +51.6% |
| 10Y | +282.5% | +192.6% | +89.9% | +248.5% |
| All | +5,286.9% | +48,339.6% | -43,052.7% | +4,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling