+866.7%
UNH vs TEL
+707.4%
+159.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -3.8% | -4.1% | +0.3% | -2.5% |
| 3M | -4.3% | -2.6% | -1.7% | -3.9% |
| 6M | +38.6% | 0.0% | +38.6% | +36.3% |
| YTD | +20.7% | -9.1% | +29.7% | +21.9% |
| 1Y | +16.0% | -0.8% | +16.8% | +12.6% |
| 3Y | -13.5% | +67.4% | -80.8% | -34.3% |
| 5Y | +3.5% | +51.8% | -48.2% | -20.6% |
| 10Y | +245.3% | +299.4% | -54.1% | +65.1% |
| All | +866.7% | +707.4% | +159.3% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling