+13,634.3%
TSM vs UNH
+7,795.8%
+5,838.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +2.7% | +1.1% | +1.7% | +2.5% |
| 30D | +3.6% | -3.8% | +7.4% | +4.4% |
| 3M | -3.4% | +0.7% | -4.1% | -3.8% |
| 6M | +20.6% | +37.9% | -17.3% | +11.3% |
| YTD | +41.9% | +21.9% | +19.9% | +33.6% |
| 1Y | +84.4% | +31.4% | +53.0% | +70.1% |
| 3Y | +380.2% | -11.4% | +391.6% | +362.2% |
| 5Y | +275.3% | +2.5% | +272.8% | +243.5% |
| 10Y | +1,751.4% | +242.9% | +1,508.5% | +1,117.9% |
| All | +13,634.3% | +7,795.8% | +5,838.6% | +3,469.9% |
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