+3.5%
UNH vs TAP
-0.5%
+4.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.7% | -5.1% | +3.4% | -0.8% |
| 30D | -3.8% | -8.4% | +4.6% | -2.5% |
| 3M | -4.3% | -3.9% | -0.4% | -3.8% |
| 6M | +38.6% | -14.4% | +53.0% | +41.8% |
| YTD | +20.7% | -14.7% | +35.4% | +23.3% |
| 1Y | +16.0% | -18.7% | +34.7% | +19.3% |
| 3Y | -13.5% | -32.6% | +19.2% | -9.2% |
| 5Y | +3.5% | -1.4% | +4.9% | +1.2% |
| All | +3.5% | -0.5% | +4.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling