+914.3%
UNH vs TMUS
+335.3%
+579.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | -1.6% | +8.2% | -9.7% | -3.2% |
| 30D | +6.5% | +13.4% | -6.9% | +3.6% |
| 3M | +0.8% | -3.0% | +3.8% | +0.8% |
| 6M | +6.1% | -8.8% | +14.8% | +7.0% |
| YTD | +24.5% | -13.8% | +38.3% | +26.7% |
| 1Y | +26.3% | -17.1% | +43.4% | +29.5% |
| 3Y | -20.7% | +22.7% | -43.4% | -25.9% |
| 5Y | -3.6% | +52.8% | -56.4% | -14.5% |
| 10Y | +225.1% | +244.6% | -19.6% | +145.3% |
| All | +914.3% | +335.3% | +579.0% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling