+228.4%
UNH vs TDY
+479.2%
-250.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | -6.5% | -12.0% | +5.5% | -2.3% |
| 3M | -6.0% | -3.2% | -2.8% | -5.2% |
| 6M | +33.7% | -7.9% | +41.5% | +36.7% |
| YTD | +16.4% | +18.2% | -1.8% | +8.2% |
| 1Y | +10.1% | +6.7% | +3.4% | +6.1% |
| 3Y | -16.3% | +47.5% | -63.9% | -30.1% |
| 5Y | +2.1% | +39.5% | -37.4% | -14.5% |
| All | +228.4% | +479.2% | -250.9% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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