+285.6%
UNH vs TRU
+226.0%
+59.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -1.7% | -6.5% | +4.8% | -0.1% |
| 30D | -3.8% | -2.5% | -1.3% | -3.4% |
| 3M | -4.3% | +10.4% | -14.6% | -7.1% |
| 6M | +38.6% | +1.6% | +37.0% | +36.6% |
| YTD | +20.7% | -9.7% | +30.4% | +21.9% |
| 1Y | +16.0% | -17.3% | +33.3% | +19.3% |
| 3Y | -13.5% | -1.8% | -11.6% | -18.9% |
| 5Y | +3.5% | -36.2% | +39.7% | +11.2% |
| 10Y | +245.3% | +143.2% | +102.1% | +134.5% |
| All | +285.6% | +226.0% | +59.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling