+3.5%
UNH vs TTD
-80.8%
+84.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.7% | -4.6% | +3.0% | -1.5% |
| 30D | -3.8% | +3.7% | -7.5% | -4.0% |
| 3M | -4.3% | -30.2% | +25.9% | -3.4% |
| 6M | +38.6% | -51.4% | +90.0% | +41.1% |
| YTD | +20.7% | -63.4% | +84.1% | +23.9% |
| 1Y | +16.0% | -73.5% | +89.5% | +20.1% |
| 3Y | -13.5% | -83.5% | +70.0% | -10.9% |
| 5Y | +3.5% | -80.9% | +84.4% | +3.1% |
| All | +3.5% | -80.8% | +84.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 5y: compounded portfolio wealth divided by compounded TTD 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…
5y analysis · Full analysis span regression · 6 months rolling