+126.1%
TLT vs UNH
+2,360.1%
-2,234.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.4% |
| 7D | -2.7% | +2.4% | -5.1% | -2.5% |
| 30D | +2.2% | +7.2% | -5.1% | +2.7% |
| 3M | -1.7% | +0.5% | -2.2% | -1.7% |
| 6M | -4.0% | +3.4% | -7.4% | -3.6% |
| YTD | -4.9% | +25.2% | -30.1% | -2.9% |
| 1Y | -7.4% | +22.7% | -30.0% | -5.5% |
| 3Y | +3.0% | -20.3% | +23.3% | +2.5% |
| 5Y | -35.1% | -3.4% | -31.7% | -33.9% |
| 10Y | -12.7% | +226.8% | -239.6% | +2.0% |
| All | +126.1% | +2,360.1% | -2,234.0% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling