-20.9%
UNH vs TMUS
+22.8%
-43.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | -1.6% | +8.2% | -9.7% | -2.4% |
| 30D | +6.5% | +13.4% | -6.9% | +5.1% |
| 3M | +0.8% | -3.0% | +3.8% | +0.9% |
| 6M | +6.1% | -8.8% | +14.8% | +6.8% |
| YTD | +24.5% | -13.8% | +38.3% | +25.7% |
| 1Y | +26.3% | -17.1% | +43.4% | +28.4% |
| All | -20.9% | +22.8% | -43.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling