+214.3%
UNH vs TT
+737.0%
-522.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.4% | +8.1% | -5.7% | 0.0% |
| 30D | +7.2% | -11.3% | +18.5% | +10.9% |
| 3M | +0.5% | -11.2% | +11.7% | +3.8% |
| 6M | +3.4% | -8.9% | +12.3% | +5.3% |
| YTD | +25.2% | +9.7% | +15.4% | +19.1% |
| 1Y | +22.7% | +1.3% | +21.4% | +19.8% |
| 3Y | -20.3% | +93.4% | -113.6% | -41.8% |
| 5Y | -3.4% | +133.5% | -136.9% | -37.2% |
| All | +214.3% | +737.0% | -522.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling