-11.8%
UNH vs TAP
-31.5%
+19.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.5% |
| 7D | +1.1% | -2.3% | +3.5% | +1.4% |
| 30D | -1.5% | -9.4% | +7.9% | -0.2% |
| 3M | -0.8% | -0.8% | 0.0% | -0.9% |
| 6M | +41.8% | -14.7% | +56.6% | +44.7% |
| YTD | +23.1% | -13.9% | +37.0% | +25.2% |
| 1Y | +28.5% | -18.6% | +47.1% | +31.8% |
| 3Y | -11.8% | -32.0% | +20.3% | -10.6% |
| All | -11.8% | -31.5% | +19.7% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling