-12.5%
UNH vs TLN
+710.8%
-723.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +2.7% | +4.9% | -2.2% | +2.8% |
| 6M | +2.8% | +7.1% | -4.3% | +2.9% |
| YTD | +25.9% | +0.3% | +25.6% | +26.0% |
| 1Y | +25.8% | +5.9% | +19.9% | +26.1% |
| 3Y | -20.0% | +578.5% | -598.5% | -11.0% |
| All | -12.5% | +710.8% | -723.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling