-16.3%
UNH vs TNA
+101.9%
-118.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -4.5% | -7.3% | +2.7% | -4.0% |
| 30D | -6.5% | -14.2% | +7.6% | -5.4% |
| 3M | -6.0% | -4.6% | -1.4% | -5.8% |
| 6M | +33.7% | +36.9% | -3.3% | +29.4% |
| YTD | +16.4% | +42.5% | -26.2% | +12.2% |
| 1Y | +10.1% | +45.8% | -35.7% | +5.7% |
| 3Y | -16.3% | +104.7% | -121.0% | -19.2% |
| All | -16.3% | +101.9% | -118.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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