+136,006.1%
UNH vs TFC
+2,596.5%
+133,409.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +2.4% | -1.4% | +0.4% |
| 30D | -3.8% | -1.3% | -2.5% | -3.5% |
| 3M | +0.7% | +6.1% | -5.3% | -1.0% |
| 6M | +37.9% | +7.3% | +30.5% | +34.8% |
| YTD | +21.9% | +8.2% | +13.7% | +18.6% |
| 1Y | +31.4% | +14.4% | +16.9% | +25.7% |
| 3Y | -11.4% | +93.7% | -105.1% | -28.4% |
| 5Y | +2.5% | +16.4% | -13.9% | -7.7% |
| 10Y | +242.9% | +101.6% | +141.3% | +149.3% |
| All | +136,006.1% | +2,596.5% | +133,409.7% | +56,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling