+225.1%
UNH vs TMF
-81.8%
+306.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.6% | -3.4% | +1.8% | -1.8% |
| 30D | +6.5% | +11.5% | -5.1% | +7.3% |
| 3M | +0.8% | -4.5% | +5.3% | +0.5% |
| 6M | +6.1% | -15.0% | +21.0% | +4.9% |
| YTD | +24.5% | -19.9% | +44.3% | +22.6% |
| 1Y | +26.3% | -26.6% | +52.9% | +23.6% |
| 3Y | -20.7% | -29.8% | +9.1% | -21.6% |
| 5Y | -3.6% | -88.2% | +84.6% | -22.6% |
| 10Y | +225.1% | -81.4% | +306.4% | +194.6% |
| All | +225.1% | -81.8% | +306.8% | +194.6% |
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