-19.8%
UNH vs TSLL
-54.2%
+34.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | +0.7% |
| 7D | -0.7% | -14.3% | +13.6% | -0.5% |
| 30D | +4.8% | -6.2% | +11.0% | +4.8% |
| 3M | -1.7% | +21.2% | -22.9% | -2.2% |
| 6M | +5.9% | -36.6% | +42.5% | +6.2% |
| YTD | +22.8% | -47.8% | +70.6% | +23.4% |
| 1Y | +25.9% | -45.2% | +71.1% | +26.3% |
| 3Y | -21.4% | -3.3% | -18.2% | -24.1% |
| All | -19.8% | -54.2% | +34.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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