+228.4%
UNH vs TECK
+377.7%
-149.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -4.5% | -3.8% | -0.7% | -4.1% |
| 30D | -6.5% | +0.7% | -7.3% | -6.7% |
| 3M | -6.0% | +4.6% | -10.6% | -6.9% |
| 6M | +33.7% | +25.1% | +8.5% | +28.4% |
| YTD | +16.4% | +39.2% | -22.8% | +9.7% |
| 1Y | +10.1% | +60.3% | -50.3% | +1.4% |
| 3Y | -16.3% | +62.9% | -79.2% | -24.8% |
| 5Y | +2.1% | +181.5% | -179.4% | -18.6% |
| All | +228.4% | +377.7% | -149.3% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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