+45.5%
UNP vs TSN
+13.0%
+32.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -0.7% | -5.0% | +4.3% | +0.4% |
| 30D | -1.1% | -9.1% | +7.9% | +1.0% |
| 3M | +7.9% | -7.4% | +15.3% | +9.5% |
| 6M | +14.6% | -13.4% | +28.0% | +18.3% |
| YTD | +26.6% | -8.5% | +35.1% | +28.5% |
| 1Y | +35.6% | -3.2% | +38.8% | +35.1% |
| 3Y | +45.5% | +11.5% | +34.0% | +35.0% |
| All | +45.5% | +13.0% | +32.5% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling