-21.3%
UNH vs TMF
-25.3%
+4.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.2% |
| 30D | +4.8% | +19.7% | -14.9% | +4.3% |
| 3M | -1.8% | -2.1% | +0.3% | -1.9% |
| 6M | +8.6% | -13.4% | +22.0% | +8.8% |
| YTD | +21.8% | -16.7% | +38.5% | +22.2% |
| 1Y | +25.8% | -23.3% | +49.2% | +26.5% |
| 3Y | -21.3% | -24.8% | +3.5% | -18.8% |
| All | -21.3% | -25.3% | +4.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling