+236.3%
UNH vs TAP
-50.5%
+286.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -5.3% | +2.1% | -2.0% |
| 30D | -3.5% | -7.4% | +3.9% | -1.9% |
| 3M | -4.2% | -4.9% | +0.8% | -3.3% |
| 6M | +38.3% | -14.2% | +52.5% | +42.5% |
| YTD | +19.2% | -14.8% | +34.0% | +22.7% |
| 1Y | +15.0% | -18.1% | +33.1% | +19.2% |
| 3Y | -14.5% | -32.7% | +18.2% | -8.4% |
| 5Y | +4.6% | -0.5% | +5.1% | -0.3% |
| All | +236.3% | -50.5% | +286.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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