+1,779.8%
TSM vs UNH
+235.3%
+1,544.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.7% |
| 7D | +1.0% | -4.5% | +5.6% | +1.9% |
| 30D | +1.0% | -6.5% | +7.5% | +2.2% |
| 3M | +2.9% | -6.0% | +8.9% | +3.8% |
| 6M | +22.8% | +33.7% | -10.8% | +15.2% |
| YTD | +43.3% | +16.4% | +26.9% | +37.1% |
| 1Y | +69.2% | +10.1% | +59.1% | +63.6% |
| 3Y | +404.5% | -16.3% | +420.8% | +388.1% |
| 5Y | +282.2% | +2.1% | +280.1% | +234.5% |
| All | +1,779.8% | +235.3% | +1,544.4% | +1,072.2% |
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 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