+43.6%
UNH vs TE
-52.9%
+96.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | -5.9% | -0.6% | -6.5% |
| 3M | -6.0% | -45.6% | +39.6% | -5.3% |
| 6M | +33.7% | -43.4% | +77.0% | +33.9% |
| YTD | +16.4% | -31.0% | +47.4% | +15.5% |
| 1Y | +10.1% | +145.2% | -135.1% | +3.1% |
| 3Y | -16.3% | -24.1% | +7.7% | -22.3% |
| 5Y | +2.1% | -48.1% | +50.2% | -5.4% |
| All | +43.6% | -52.9% | +96.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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