+411.0%
TSM vs UNH
-11.7%
+422.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.4% |
| 7D | +6.0% | +1.1% | +4.9% | +6.1% |
| 30D | +4.5% | -1.5% | +6.0% | +4.5% |
| 3M | +3.1% | -0.8% | +3.9% | +3.1% |
| 6M | +30.2% | +41.8% | -11.6% | +31.7% |
| YTD | +45.2% | +23.1% | +22.1% | +45.8% |
| 1Y | +79.6% | +28.5% | +51.0% | +81.4% |
| 3Y | +411.0% | -11.8% | +422.7% | +388.3% |
| All | +411.0% | -11.7% | +422.6% | +388.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling