+281.1%
UNP vs TSEM
+873.2%
-592.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.1% | +20.5% | -18.4% | -0.5% |
| 30D | +7.7% | -29.0% | +36.7% | +11.9% |
| 3M | +4.0% | -39.4% | +43.4% | +9.7% |
| 6M | +15.7% | -28.5% | +44.2% | +15.6% |
| YTD | +33.5% | +34.4% | -0.9% | +16.2% |
| 1Y | +38.9% | +48.3% | -9.4% | +18.1% |
| 3Y | +53.7% | +543.5% | -489.9% | -9.3% |
| 5Y | +40.4% | +331.4% | -291.0% | -11.3% |
| All | +281.1% | +873.2% | -592.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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