-15.3%
UNH vs TEM
+60.7%
-76.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.1% | +3.2% | -2.1% | +0.9% |
| 30D | -1.5% | +23.5% | -25.0% | -3.2% |
| 3M | -0.8% | +32.3% | -33.2% | -3.3% |
| 6M | +41.8% | +23.0% | +18.8% | +38.3% |
| YTD | +23.1% | +8.9% | +14.2% | +20.8% |
| 1Y | +28.5% | -19.9% | +48.4% | +28.4% |
| All | -15.3% | +60.7% | -76.0% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling