+5.3%
UNH vs TMUS
+41.9%
-36.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -1.5% | +3.1% | -4.7% | -2.3% |
| 3M | -0.8% | +2.4% | -3.3% | -1.9% |
| 6M | +41.8% | -17.1% | +58.9% | +47.6% |
| YTD | +23.1% | -9.1% | +32.1% | +24.7% |
| 1Y | +28.5% | -23.6% | +52.1% | +36.3% |
| 3Y | -11.8% | +38.8% | -50.6% | -24.6% |
| 5Y | +5.3% | +43.0% | -37.6% | -14.3% |
| All | +5.3% | +41.9% | -36.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling