+1,643.1%
TSM vs UNH
+226.7%
+1,416.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | +6.2% | +3.4% | +2.8% | +5.5% |
| 30D | -7.3% | +3.0% | -10.3% | -7.8% |
| 3M | -7.1% | +2.7% | -9.9% | -7.7% |
| 6M | +0.2% | +2.8% | -2.5% | -0.7% |
| YTD | +32.2% | +25.9% | +6.4% | +24.5% |
| 1Y | +42.8% | +25.8% | +17.0% | +34.3% |
| 3Y | +330.4% | -20.0% | +350.4% | +329.9% |
| 5Y | +263.9% | -2.8% | +266.8% | +230.1% |
| All | +1,643.1% | +226.7% | +1,416.4% | +997.8% |
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