+2,018.1%
UNH vs TMF
-68.9%
+2,086.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.1% | -1.4% | +2.5% | +0.9% |
| 30D | -3.8% | -2.8% | -0.9% | -4.0% |
| 3M | +0.7% | -10.9% | +11.6% | -0.4% |
| 6M | +37.9% | -21.3% | +59.2% | +34.7% |
| YTD | +21.9% | -15.9% | +37.8% | +20.0% |
| 1Y | +31.4% | -15.7% | +47.1% | +29.4% |
| 3Y | -11.4% | -43.4% | +32.0% | -15.0% |
| 5Y | +2.5% | -87.8% | +90.3% | -17.9% |
| 10Y | +242.9% | -86.7% | +329.6% | +197.1% |
| All | +2,018.1% | -68.9% | +2,086.9% | +2,176.6% |
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 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