+9,738.8%
UNP vs TSN
+1,033.0%
+8,705.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +4.2% | -1.4% | +5.7% | +4.5% |
| 30D | +5.6% | +8.5% | -2.9% | +3.9% |
| 3M | +2.0% | +5.3% | -3.3% | +0.9% |
| 6M | +15.4% | -10.5% | +25.9% | +17.7% |
| YTD | +32.7% | +3.0% | +29.8% | +31.3% |
| 1Y | +39.4% | +12.1% | +27.3% | +35.5% |
| 3Y | +54.3% | +43.1% | +11.2% | +42.0% |
| 5Y | +39.6% | -15.1% | +54.7% | +41.1% |
| 10Y | +288.9% | +14.8% | +274.1% | +260.9% |
| All | +9,738.8% | +1,033.0% | +8,705.8% | +5,174.9% |
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