+214.3%
UNH vs TAP
-47.7%
+261.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +2.4% | -6.3% | +8.7% | +3.8% |
| 30D | +7.2% | +2.7% | +4.5% | +6.4% |
| 3M | +0.5% | -3.7% | +4.2% | +1.0% |
| 6M | +3.4% | -2.0% | +5.5% | +3.3% |
| YTD | +25.2% | -12.3% | +37.5% | +27.7% |
| 1Y | +22.7% | -10.1% | +32.7% | +24.3% |
| 3Y | -20.3% | -25.3% | +5.0% | -16.8% |
| 5Y | -3.4% | -1.9% | -1.4% | -7.6% |
| All | +214.3% | -47.7% | +261.9% | +194.0% |
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