-20.4%
UNH vs TSLL
-57.4%
+37.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +10.9% | -0.8% |
| 7D | +1.1% | +1.9% | -0.8% | +1.0% |
| 30D | -3.8% | +17.8% | -21.5% | -4.1% |
| 3M | +0.7% | -37.0% | +37.8% | +1.2% |
| 6M | +37.9% | -37.7% | +75.5% | +38.4% |
| YTD | +21.9% | -51.4% | +73.3% | +22.8% |
| 1Y | +31.4% | -23.4% | +54.7% | +31.3% |
| 3Y | -11.4% | -30.8% | +19.4% | -13.6% |
| All | -20.4% | -57.4% | +37.0% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling