-13.2%
UNH vs TLN
+483.9%
-497.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -2.0% |
| 7D | -1.7% | +5.8% | -7.5% | -1.6% |
| 30D | -3.8% | -6.9% | +3.0% | -3.9% |
| 3M | -4.3% | -10.9% | +6.6% | -4.4% |
| 6M | +38.6% | -4.6% | +43.2% | +38.5% |
| YTD | +20.7% | -14.7% | +35.4% | +20.5% |
| 1Y | +16.0% | -17.9% | +33.9% | +16.0% |
| All | -13.2% | +483.9% | -497.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling