+279.5%
UNP vs TSEM
+1,289.9%
-1,010.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.9% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -2.0% | -16.6% | +14.7% | +0.3% |
| 3M | +7.5% | -10.9% | +18.4% | +7.1% |
| 6M | +15.3% | +78.0% | -62.7% | -0.9% |
| YTD | +25.4% | +77.2% | -51.8% | +6.6% |
| 1Y | +35.6% | +207.6% | -172.0% | +2.0% |
| 3Y | +44.1% | +637.8% | -593.7% | -14.2% |
| 5Y | +54.0% | +617.0% | -563.0% | -11.1% |
| All | +279.5% | +1,289.9% | -1,010.5% | +79.9% |
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