-0.5%
UNH vs TFC
+15.3%
-15.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -2.4% | -2.1% | -4.2% |
| 30D | -6.5% | -3.4% | -3.2% | -6.1% |
| 3M | -6.0% | +0.4% | -6.4% | -6.1% |
| 6M | +33.7% | +12.7% | +21.0% | +31.4% |
| YTD | +16.4% | +5.6% | +10.8% | +15.2% |
| 1Y | +10.1% | +16.0% | -5.9% | +7.5% |
| 3Y | -16.3% | +94.0% | -110.3% | -23.9% |
| All | -0.5% | +15.3% | -15.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling