-16.3%
UNH vs TRU
-1.3%
-15.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.4% |
| 7D | -4.5% | -2.7% | -1.8% | -4.3% |
| 30D | -6.5% | -2.0% | -4.5% | -6.4% |
| 3M | -6.0% | +18.4% | -24.4% | -7.5% |
| 6M | +33.7% | +8.9% | +24.8% | +32.2% |
| YTD | +16.4% | -8.9% | +25.3% | +16.5% |
| 1Y | +10.1% | -15.9% | +25.9% | +10.5% |
| 3Y | -16.3% | -1.1% | -15.2% | -15.8% |
| All | -16.3% | -1.3% | -15.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling