+893.6%
UNH vs TMUS
+359.0%
+534.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | -0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.8% | +5.3% | -9.0% | -4.9% |
| 3M | +0.7% | +3.1% | -2.4% | -0.3% |
| 6M | +37.9% | -16.5% | +54.3% | +42.2% |
| YTD | +21.9% | -9.2% | +31.1% | +23.4% |
| 1Y | +31.4% | -26.5% | +57.9% | +38.9% |
| 3Y | -11.4% | +39.0% | -50.4% | -19.0% |
| 5Y | +2.5% | +40.4% | -37.8% | -7.1% |
| 10Y | +242.9% | +303.7% | -60.8% | +152.3% |
| All | +893.6% | +359.0% | +534.6% | +483.9% |
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