-16.3%
UNH vs TSLQ
-95.6%
+79.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.4% |
| 7D | -4.5% | -6.6% | +2.1% | -4.6% |
| 30D | -6.5% | -24.3% | +17.8% | -6.9% |
| 3M | -6.0% | -3.6% | -2.4% | -5.8% |
| 6M | +33.7% | -12.0% | +45.6% | +33.9% |
| YTD | +16.4% | +1.4% | +15.0% | +16.9% |
| 1Y | +10.1% | -43.6% | +53.6% | +10.1% |
| 3Y | -16.3% | -95.4% | +79.1% | -18.2% |
| All | -16.3% | -95.6% | +79.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling