+35.6%
UNP vs TSN
-2.3%
+37.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | -2.0% | -6.2% | +4.2% | -1.1% |
| 3M | +7.5% | -5.7% | +13.2% | +8.0% |
| 6M | +15.3% | -11.4% | +26.7% | +17.9% |
| YTD | +25.4% | -8.2% | +33.6% | +27.6% |
| 1Y | +35.6% | -2.0% | +37.6% | +36.2% |
| All | +35.6% | -2.3% | +37.9% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling