+15.0%
UNH vs TLN
-23.2%
+38.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -3.2% | +2.0% | -5.1% | -3.2% |
| 30D | -3.5% | -12.9% | +9.5% | -3.3% |
| 3M | -4.2% | -7.4% | +3.3% | -4.3% |
| 6M | +38.3% | -6.0% | +44.4% | +37.2% |
| YTD | +19.2% | -16.9% | +36.1% | +19.2% |
| 1Y | +15.0% | -22.6% | +37.6% | +18.5% |
| All | +15.0% | -23.2% | +38.1% | +18.5% |
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