+25.8%
UNH vs TLN
+1.6%
+24.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +0.5% |
| 7D | +3.4% | +11.0% | -7.7% | +3.5% |
| 30D | +3.0% | +4.9% | -1.9% | +3.0% |
| 3M | +2.7% | +4.9% | -2.2% | +2.8% |
| 6M | +2.8% | +7.1% | -4.3% | +2.7% |
| YTD | +25.9% | +0.3% | +25.6% | +26.1% |
| 1Y | +25.8% | +5.9% | +19.9% | +27.1% |
| All | +25.8% | +1.6% | +24.2% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling