+7,190.6%
UNH vs TDY
+6,969.6%
+221.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -3.5% | -12.5% | +9.0% | -1.0% |
| 3M | -4.2% | -0.8% | -3.4% | -4.1% |
| 6M | +38.3% | -9.0% | +47.3% | +40.4% |
| YTD | +19.2% | +16.8% | +2.4% | +15.2% |
| 1Y | +15.0% | +9.5% | +5.5% | +12.4% |
| 3Y | -14.5% | +45.4% | -59.9% | -21.5% |
| 5Y | +4.6% | +37.8% | -33.2% | -3.6% |
| 10Y | +241.1% | +470.2% | -229.1% | +146.7% |
| All | +7,190.6% | +6,969.6% | +221.0% | +4,487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling