+1.9%
UNH vs TRV
+157.5%
-155.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.8% |
| 30D | -3.5% | -1.8% | -1.6% | -3.0% |
| 3M | -4.2% | +21.6% | -25.7% | -8.9% |
| 6M | +38.3% | +22.5% | +15.9% | +31.1% |
| YTD | +19.2% | +28.1% | -8.9% | +11.6% |
| 1Y | +15.0% | +37.0% | -22.1% | +5.7% |
| 3Y | -14.5% | +141.9% | -156.4% | -35.5% |
| All | +1.9% | +157.5% | -155.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling