+2,749.3%
UNH vs TNA
+913.2%
+1,836.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -3.2% | -7.6% | +4.4% | -1.8% |
| 30D | -3.5% | -13.6% | +10.2% | -1.0% |
| 3M | -4.2% | +2.8% | -7.0% | -5.1% |
| 6M | +38.3% | +34.5% | +3.8% | +29.1% |
| YTD | +19.2% | +41.0% | -21.8% | +9.8% |
| 1Y | +15.0% | +52.0% | -37.0% | +3.6% |
| 3Y | -14.5% | +103.5% | -118.0% | -33.1% |
| 5Y | +4.6% | -22.5% | +27.1% | -10.1% |
| 10Y | +241.1% | +81.9% | +159.3% | +95.4% |
| All | +2,749.3% | +913.2% | +1,836.2% | +670.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling