+278.9%
TSM vs UNH
-4.1%
+283.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.3% |
| 7D | +4.4% | -1.6% | +6.0% | +4.5% |
| 30D | -7.0% | +6.5% | -13.4% | -7.1% |
| 3M | -1.8% | +0.8% | -2.6% | -1.8% |
| 6M | +2.7% | +6.1% | -3.4% | +2.5% |
| YTD | +37.1% | +24.5% | +12.6% | +35.8% |
| 1Y | +43.5% | +26.3% | +17.1% | +42.1% |
| 3Y | +341.5% | -20.7% | +362.2% | +339.0% |
| 5Y | +278.9% | -3.6% | +282.4% | +249.0% |
| All | +278.9% | -4.1% | +283.0% | +249.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling