-17.8%
UNH vs TSLL
-51.4%
+33.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.6% |
| 7D | +3.4% | +17.8% | -14.5% | +3.1% |
| 30D | +3.0% | +8.2% | -5.3% | +2.8% |
| 3M | +2.7% | +20.9% | -18.1% | +2.2% |
| 6M | +2.8% | -37.5% | +40.3% | +3.1% |
| YTD | +25.9% | -44.5% | +70.4% | +26.3% |
| 1Y | +25.8% | -33.0% | +58.8% | +25.8% |
| 3Y | -20.0% | -6.4% | -13.7% | -22.6% |
| All | -17.8% | -51.4% | +33.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling