+245.3%
UNH vs TPR
+299.5%
-54.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.4% |
| 7D | -1.7% | -7.3% | +5.7% | -0.4% |
| 30D | -3.8% | -30.7% | +26.9% | +1.9% |
| 3M | -4.3% | -21.6% | +17.3% | -0.8% |
| 6M | +38.6% | -21.3% | +59.9% | +42.9% |
| YTD | +20.7% | -10.2% | +30.9% | +21.2% |
| 1Y | +16.0% | +9.5% | +6.5% | +12.2% |
| 3Y | -13.5% | +280.8% | -294.3% | -35.8% |
| 5Y | +3.5% | +218.7% | -215.2% | -23.5% |
| 10Y | +245.3% | +306.7% | -61.3% | +106.8% |
| All | +245.3% | +299.5% | -54.1% | +106.8% |
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