+278.9%
UNP vs TSEM
+805.6%
-526.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | +0.3% |
| 7D | +4.2% | +7.0% | -2.7% | +3.2% |
| 30D | +5.6% | -29.8% | +35.4% | +9.8% |
| 3M | +2.0% | -41.9% | +44.0% | +8.1% |
| 6M | +15.4% | -45.8% | +61.2% | +21.0% |
| YTD | +32.7% | +25.1% | +7.6% | +16.6% |
| 1Y | +39.4% | +48.2% | -8.8% | +17.9% |
| 3Y | +54.3% | +476.5% | -422.2% | -7.2% |
| 5Y | +39.6% | +301.4% | -261.8% | -11.0% |
| All | +278.9% | +805.6% | -526.7% | +88.9% |
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