-12.6%
TLT vs UNH
+226.7%
-239.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +3.4% | -6.5% | -2.9% |
| 30D | +1.0% | +3.0% | -1.9% | +1.2% |
| 3M | -2.7% | +2.7% | -5.5% | -2.5% |
| 6M | -4.1% | +2.8% | -6.9% | -3.9% |
| YTD | -5.4% | +25.9% | -31.2% | -3.8% |
| 1Y | -7.0% | +25.8% | -32.8% | -5.5% |
| 3Y | +2.8% | -20.0% | +22.9% | +2.1% |
| 5Y | -35.4% | -2.8% | -32.5% | -33.9% |
| All | -12.6% | +226.7% | -239.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling