+236.3%
UNH vs TFC
+98.5%
+137.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | -3.5% | -2.8% | -0.6% | -2.8% |
| 3M | -4.2% | +2.1% | -6.3% | -4.8% |
| 6M | +38.3% | +10.1% | +28.2% | +34.5% |
| YTD | +19.2% | +5.4% | +13.8% | +16.9% |
| 1Y | +15.0% | +16.3% | -1.4% | +9.7% |
| 3Y | -14.5% | +95.9% | -110.4% | -31.1% |
| 5Y | +4.6% | +16.0% | -11.4% | -4.4% |
| All | +236.3% | +98.5% | +137.9% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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