+136,006.2%
UNH vs TT
+16,138.6%
+119,867.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -3.8% | -7.2% | +3.4% | -1.7% |
| 3M | +0.7% | -3.0% | +3.7% | +1.2% |
| 6M | +37.9% | +1.4% | +36.5% | +36.2% |
| YTD | +21.9% | +15.9% | +6.0% | +15.5% |
| 1Y | +31.4% | +9.4% | +22.0% | +26.2% |
| 3Y | -11.4% | +124.4% | -135.8% | -33.5% |
| 5Y | +2.5% | +138.0% | -135.5% | -25.7% |
| 10Y | +242.9% | +886.4% | -643.5% | +60.2% |
| All | +136,006.2% | +16,138.6% | +119,867.5% | +21,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling