+228.4%
UNH vs TEL
+316.2%
-87.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -5.9% | -3.4% |
| 7D | -4.5% | +1.6% | -6.1% | -5.0% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | -6.0% | +2.4% | -8.4% | -7.1% |
| 6M | +33.7% | +4.1% | +29.5% | +30.2% |
| YTD | +16.4% | -5.8% | +22.2% | +16.1% |
| 1Y | +10.1% | +0.9% | +9.2% | +6.7% |
| 3Y | -16.3% | +72.6% | -88.9% | -35.2% |
| 5Y | +2.1% | +57.5% | -55.4% | -20.2% |
| All | +228.4% | +316.2% | -87.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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