+7,880.4%
UNH vs TSEM
+10.0%
+7,870.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | +1.1% | +10.4% | -9.3% | +0.4% |
| 30D | -1.5% | -12.9% | +11.4% | -0.7% |
| 3M | -0.8% | -9.2% | +8.3% | -1.0% |
| 6M | +41.8% | +98.8% | -57.0% | +33.0% |
| YTD | +23.1% | +87.2% | -64.1% | +15.5% |
| 1Y | +28.5% | +239.0% | -210.5% | +15.3% |
| 3Y | -11.8% | +679.5% | -691.3% | -26.6% |
| 5Y | +5.3% | +667.3% | -661.9% | -13.1% |
| 10Y | +247.4% | +1,301.0% | -1,053.6% | +169.9% |
| All | +7,880.4% | +10.0% | +7,870.3% | +5,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling