-16.3%
UNH vs TEL
+71.6%
-87.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -5.9% | -2.4% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | -6.0% | +2.4% | -8.4% | -6.0% |
| 6M | +33.7% | +4.1% | +29.5% | +33.3% |
| YTD | +16.4% | -5.8% | +22.2% | +15.9% |
| 1Y | +10.1% | +0.9% | +9.2% | +9.3% |
| 3Y | -16.3% | +72.6% | -88.9% | -15.9% |
| All | -16.3% | +71.6% | -87.9% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling