+16.0%
UNH vs TMF
-23.1%
+39.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -3.8% | -1.0% | -2.9% | -3.7% |
| 3M | -4.3% | -11.3% | +7.0% | -3.1% |
| 6M | +38.6% | -22.7% | +61.3% | +44.6% |
| YTD | +20.7% | -17.3% | +38.0% | +24.0% |
| 1Y | +16.0% | -22.5% | +38.5% | +24.0% |
| All | +16.0% | -23.1% | +39.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling