+2,015.1%
UNH vs TMF
-69.2%
+2,084.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.0% |
| 30D | +4.8% | +19.7% | -14.9% | +6.8% |
| 3M | -1.8% | -2.1% | +0.3% | -2.0% |
| 6M | +8.6% | -13.4% | +22.0% | +7.1% |
| YTD | +21.8% | -16.7% | +38.5% | +19.7% |
| 1Y | +25.8% | -23.3% | +49.2% | +22.6% |
| 3Y | -21.3% | -24.8% | +3.5% | -22.1% |
| 5Y | -5.3% | -88.0% | +82.7% | -24.5% |
| 10Y | +238.1% | -84.7% | +322.8% | +199.1% |
| All | +2,015.1% | -69.2% | +2,084.2% | +2,171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling