+9,679.5%
UNP vs TSN
+1,061.3%
+8,618.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.9% | +5.8% | -6.8% | -2.1% |
| 30D | +8.0% | +12.8% | -4.8% | +5.4% |
| 3M | +3.3% | +6.5% | -3.1% | +1.9% |
| 6M | +14.7% | -10.3% | +25.0% | +16.9% |
| YTD | +31.9% | +5.5% | +26.4% | +29.9% |
| 1Y | +37.1% | +15.8% | +21.3% | +32.3% |
| 3Y | +51.9% | +42.5% | +9.3% | +39.9% |
| 5Y | +39.3% | -14.3% | +53.7% | +40.5% |
| 10Y | +284.1% | +18.2% | +265.9% | +254.5% |
| All | +9,679.5% | +1,061.3% | +8,618.2% | +5,117.6% |
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