+228.4%
UNH vs TSEM
+1,313.0%
-1,084.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.5% |
| 7D | -4.5% | -4.9% | +0.3% | -4.1% |
| 30D | -6.5% | -18.7% | +12.2% | -4.9% |
| 3M | -6.0% | -18.1% | +12.1% | -5.3% |
| 6M | +33.7% | +77.1% | -43.4% | +22.1% |
| YTD | +16.4% | +80.1% | -63.7% | +5.5% |
| 1Y | +10.1% | +220.4% | -210.3% | -7.7% |
| 3Y | -16.3% | +650.1% | -666.4% | -40.1% |
| 5Y | +2.1% | +628.9% | -626.8% | -29.2% |
| All | +228.4% | +1,313.0% | -1,084.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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