+228.4%
UNH vs TGT
+207.4%
+21.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -4.5% | -5.2% | +0.7% | -3.7% |
| 30D | -6.5% | +1.2% | -7.7% | -6.8% |
| 3M | -6.0% | +18.4% | -24.4% | -8.8% |
| 6M | +33.7% | +33.4% | +0.2% | +26.7% |
| YTD | +16.4% | +63.8% | -47.4% | +6.2% |
| 1Y | +10.1% | +77.2% | -67.1% | -1.1% |
| 3Y | -16.3% | +41.8% | -58.1% | -24.8% |
| 5Y | +2.1% | -25.5% | +27.6% | +4.8% |
| All | +228.4% | +207.4% | +21.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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