+131.2%
TLT vs UNH
+2,296.8%
-2,165.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.3% |
| 30D | -0.6% | -3.8% | +3.2% | -0.9% |
| 3M | -2.7% | +0.7% | -3.5% | -2.6% |
| 6M | -5.6% | +37.9% | -43.5% | -3.1% |
| YTD | -2.8% | +21.9% | -24.7% | -0.9% |
| 1Y | -1.4% | +31.4% | -32.8% | +1.2% |
| 3Y | -1.6% | -11.4% | +9.8% | -1.1% |
| 5Y | -33.8% | +2.5% | -36.3% | -32.1% |
| 10Y | -21.1% | +242.9% | -264.0% | -7.4% |
| All | +131.2% | +2,296.8% | -2,165.6% | +231.9% |
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