-18.3%
UNH vs TSLL
-49.5%
+31.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | +0.5% |
| 7D | +2.4% | +33.0% | -30.6% | +1.9% |
| 30D | +7.2% | +7.7% | -0.5% | +7.0% |
| 3M | +0.5% | +34.7% | -34.2% | -0.2% |
| 6M | +3.4% | -31.5% | +34.9% | +3.6% |
| YTD | +25.2% | -42.4% | +67.5% | +25.5% |
| 1Y | +22.7% | -39.7% | +62.4% | +22.8% |
| 3Y | -20.3% | +3.4% | -23.7% | -23.0% |
| All | -18.3% | -49.5% | +31.2% | -17.0% |
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