+228.4%
UNH vs TTMI
+1,127.6%
-899.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.7% | -2.7% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | -6.5% | -8.4% | +1.9% | -5.8% |
| 3M | -6.0% | -32.5% | +26.5% | -2.7% |
| 6M | +33.7% | +32.5% | +1.2% | +25.4% |
| YTD | +16.4% | +83.2% | -66.9% | +3.6% |
| 1Y | +10.1% | +161.7% | -151.6% | -8.1% |
| 3Y | -16.3% | +890.1% | -906.4% | -46.5% |
| 5Y | +2.1% | +832.4% | -830.3% | -36.7% |
| All | +228.4% | +1,127.6% | -899.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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