-17.1%
UNH vs TLN
+571.8%
-588.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -3.2% | +2.0% | -5.1% | -3.1% |
| 30D | -3.5% | -12.9% | +9.5% | -3.6% |
| 3M | -4.2% | -7.4% | +3.3% | -4.2% |
| 6M | +38.3% | -6.0% | +44.4% | +38.1% |
| YTD | +19.2% | -16.9% | +36.1% | +19.1% |
| 1Y | +15.0% | -22.6% | +37.6% | +14.8% |
| 3Y | -14.5% | +469.0% | -483.5% | -5.3% |
| All | -17.1% | +571.8% | -588.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling