+10.1%
UNH vs TSLQ
-49.6%
+59.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.4% |
| 7D | -4.5% | -6.6% | +2.1% | -4.7% |
| 30D | -6.5% | -24.3% | +17.8% | -7.3% |
| 3M | -6.0% | -3.6% | -2.4% | -5.5% |
| 6M | +33.7% | -12.0% | +45.6% | +34.6% |
| YTD | +16.4% | +1.4% | +15.0% | +18.0% |
| 1Y | +10.1% | -43.6% | +53.6% | +12.4% |
| All | +10.1% | -49.6% | +59.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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