+236.3%
UNH vs TMUS
+318.7%
-82.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -5.8% | +2.6% | -1.2% |
| 30D | -3.5% | -0.2% | -3.2% | -3.5% |
| 3M | -4.2% | -4.0% | -0.2% | -3.5% |
| 6M | +38.3% | -18.1% | +56.4% | +46.5% |
| YTD | +19.2% | -11.3% | +30.6% | +22.4% |
| 1Y | +15.0% | -24.7% | +39.7% | +25.1% |
| 3Y | -14.5% | +35.4% | -49.9% | -27.9% |
| 5Y | +4.6% | +42.4% | -37.9% | -14.9% |
| All | +236.3% | +318.7% | -82.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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