-0.5%
UNH vs TW
+19.5%
-20.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -4.5% | -4.5% | -0.1% | -4.0% |
| 30D | -6.5% | -2.3% | -4.3% | -6.3% |
| 3M | -6.0% | +2.6% | -8.6% | -6.6% |
| 6M | +33.7% | -17.5% | +51.2% | +36.8% |
| YTD | +16.4% | -5.3% | +21.7% | +16.8% |
| 1Y | +10.1% | -14.8% | +24.8% | +11.9% |
| 3Y | -16.3% | +18.8% | -35.1% | -20.9% |
| All | -0.5% | +19.5% | -20.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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