+140,402.7%
UNH vs TFC
+2,536.2%
+137,866.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +3.4% | +2.3% | +1.1% | +2.8% |
| 30D | +3.0% | +10.8% | -7.8% | +0.1% |
| 3M | +2.7% | -3.8% | +6.5% | +3.7% |
| 6M | +2.8% | +9.6% | -6.8% | 0.0% |
| YTD | +25.9% | +5.8% | +20.1% | +23.1% |
| 1Y | +25.8% | +16.2% | +9.6% | +19.9% |
| 3Y | -20.0% | +96.0% | -116.0% | -35.4% |
| 5Y | -2.8% | +1.7% | -4.5% | -9.2% |
| 10Y | +228.7% | +79.9% | +148.9% | +146.4% |
| All | +140,402.7% | +2,536.2% | +137,866.4% | +59,039.2% |
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