-15.7%
UNH vs TSLQ
-97.3%
+81.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -1.7% | -8.0% | +6.3% | -1.8% |
| 30D | -3.8% | -23.8% | +19.9% | -4.2% |
| 3M | -4.3% | -7.0% | +2.7% | -4.1% |
| 6M | +38.6% | -17.1% | +55.7% | +38.8% |
| YTD | +20.7% | +0.1% | +20.6% | +21.3% |
| 1Y | +16.0% | -51.2% | +67.2% | +15.7% |
| 3Y | -13.5% | -95.9% | +82.4% | -16.0% |
| All | -15.7% | -97.3% | +81.5% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling