-14.3%
UNH vs TSEM
+633.2%
-647.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.3% |
| 7D | -3.2% | +0.9% | -4.1% | -3.1% |
| 30D | -3.5% | -16.6% | +13.2% | -3.6% |
| 3M | -4.2% | -10.9% | +6.7% | -4.1% |
| 6M | +38.3% | +78.0% | -39.7% | +39.3% |
| YTD | +19.2% | +77.2% | -58.0% | +20.4% |
| 1Y | +15.0% | +207.6% | -192.6% | +17.6% |
| All | -14.3% | +633.2% | -647.4% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling