+26.9%
UNH vs TSLL
-47.7%
+74.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | +0.5% |
| 7D | -0.7% | -14.3% | +13.6% | -0.3% |
| 30D | +4.8% | -6.2% | +11.0% | +4.9% |
| 3M | -1.7% | +21.2% | -22.9% | -2.8% |
| 6M | +5.9% | -36.6% | +42.5% | +7.1% |
| YTD | +22.8% | -47.8% | +70.6% | +24.9% |
| All | +26.9% | -47.7% | +74.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling