+227.5%
UNH vs TPR
+386.9%
-159.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +0.2% | +12.1% | -11.9% | -1.8% |
| 30D | +6.8% | +16.7% | -9.9% | +4.0% |
| 3M | -0.3% | -17.4% | +17.1% | +2.4% |
| 6M | +7.9% | +2.3% | +5.6% | +6.6% |
| YTD | +25.1% | +7.1% | +18.0% | +21.8% |
| 1Y | +29.3% | +29.5% | -0.2% | +21.6% |
| 3Y | -20.3% | +415.0% | -435.3% | -44.0% |
| 5Y | -3.6% | +261.5% | -265.1% | -29.9% |
| 10Y | +227.5% | +383.3% | -155.8% | +95.8% |
| All | +227.5% | +386.9% | -159.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling