+1,820.7%
UNH vs TCOM
+2,569.4%
-748.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -1.7% | -10.2% | +8.5% | -0.5% |
| 30D | -3.8% | -16.8% | +13.0% | -1.9% |
| 3M | -4.3% | -16.7% | +12.4% | -2.6% |
| 6M | +38.6% | -27.1% | +65.7% | +43.1% |
| YTD | +20.7% | -45.5% | +66.2% | +28.5% |
| 1Y | +16.0% | -45.9% | +61.9% | +23.5% |
| 3Y | -13.5% | +9.8% | -23.2% | -17.0% |
| 5Y | +3.5% | +23.8% | -20.3% | -6.4% |
| 10Y | +245.3% | -10.8% | +256.1% | +211.7% |
| All | +1,820.7% | +2,569.4% | -748.8% | +1,079.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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