+6,564.6%
UNP vs TSEM
+11.3%
+6,553.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -0.4% |
| 7D | -5.3% | +6.9% | -12.2% | -5.8% |
| 30D | -1.5% | +5.3% | -6.9% | -2.1% |
| 3M | +10.3% | -14.9% | +25.2% | +10.5% |
| 6M | +9.7% | +80.0% | -70.4% | +2.7% |
| YTD | +27.1% | +89.4% | -62.3% | +18.2% |
| 1Y | +32.6% | +253.1% | -220.5% | +16.8% |
| 3Y | +40.0% | +642.1% | -602.1% | +14.9% |
| 5Y | +50.8% | +659.1% | -608.3% | +22.6% |
| 10Y | +278.6% | +1,291.4% | -1,012.7% | +190.4% |
| All | +6,564.6% | +11.3% | +6,553.3% | +4,622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling