+54.1%
UNP vs TSEM
+599.9%
-545.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | +0.2% |
| 7D | -2.1% | +6.8% | -8.8% | -2.3% |
| 30D | +7.3% | -26.6% | +33.9% | +8.2% |
| 3M | +3.6% | -36.3% | +40.0% | +4.9% |
| 6M | +15.8% | -30.6% | +46.4% | +15.4% |
| YTD | +32.6% | +35.3% | -2.7% | +22.9% |
| 1Y | +37.2% | +59.2% | -22.0% | +24.1% |
| All | +54.1% | +599.9% | -545.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling