+279.5%
UNP vs TSN
-5.9%
+285.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -1.2% | +1.4% | -2.5% | -1.5% |
| 30D | -2.0% | -6.2% | +4.2% | -0.4% |
| 3M | +7.5% | -5.7% | +13.2% | +8.9% |
| 6M | +15.3% | -11.4% | +26.7% | +18.6% |
| YTD | +25.4% | -8.2% | +33.6% | +27.5% |
| 1Y | +35.6% | -2.0% | +37.6% | +34.9% |
| 3Y | +44.1% | +11.9% | +32.3% | +36.7% |
| 5Y | +54.0% | -17.8% | +71.7% | +57.1% |
| All | +279.5% | -5.9% | +285.3% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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