+139,599.3%
UNH vs TAP
+803.5%
+138,795.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.6% |
| 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% | -6.5% |
| 10Y | +226.8% | -47.8% | +274.6% | +247.9% |
| All | +139,599.3% | +803.5% | +138,795.8% | +65,014.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling