+245.3%
UNH vs TMF
-86.2%
+331.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -2.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -3.8% | -1.0% | -2.9% | -3.9% |
| 3M | -4.3% | -11.3% | +7.0% | -5.1% |
| 6M | +38.6% | -22.7% | +61.3% | +36.2% |
| YTD | +20.7% | -17.3% | +38.0% | +19.2% |
| 1Y | +16.0% | -22.5% | +38.5% | +14.0% |
| 3Y | -13.5% | -43.2% | +29.8% | -16.0% |
| 5Y | +3.5% | -88.3% | +91.8% | -16.4% |
| 10Y | +245.3% | -86.0% | +331.4% | +222.6% |
| All | +245.3% | -86.2% | +331.5% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling