-19.9%
UNH vs TEM
+47.5%
-67.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | -4.5% | -8.7% | +4.1% | -4.0% |
| 30D | -6.5% | +8.1% | -14.6% | -7.3% |
| 3M | -6.0% | +19.0% | -25.0% | -7.7% |
| 6M | +33.7% | +12.0% | +21.6% | +31.2% |
| YTD | +16.4% | -0.1% | +16.5% | +14.9% |
| 1Y | +10.1% | -33.5% | +43.6% | +11.4% |
| All | -19.9% | +47.5% | -67.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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