+31.4%
UNH vs TRU
-7.3%
+38.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.1% |
| 7D | +1.1% | -6.8% | +7.8% | +2.1% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | +0.7% | +13.3% | -12.6% | -1.9% |
| 6M | +37.9% | +3.4% | +34.4% | +36.0% |
| YTD | +21.9% | -6.4% | +28.3% | +22.8% |
| 1Y | +31.4% | -9.7% | +41.1% | +31.3% |
| All | +31.4% | -7.3% | +38.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling