+9,321.7%
UNP vs TSN
+890.5%
+8,431.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -5.3% | -6.3% | +1.0% | -4.2% |
| 30D | -1.5% | -10.8% | +9.3% | +0.6% |
| 3M | +10.3% | -8.8% | +19.0% | +12.0% |
| 6M | +9.7% | -16.8% | +26.5% | +13.3% |
| YTD | +27.1% | -10.0% | +37.1% | +29.2% |
| 1Y | +32.6% | -5.3% | +37.8% | +33.2% |
| 3Y | +40.0% | +8.5% | +31.5% | +36.1% |
| 5Y | +50.8% | -22.9% | +73.8% | +55.4% |
| 10Y | +278.6% | -12.6% | +291.3% | +269.4% |
| All | +9,321.7% | +890.5% | +8,431.3% | +5,090.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling