-16.3%
UNH vs TXG
+43.8%
-60.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.5% |
| 7D | -4.5% | +9.5% | -14.0% | -4.9% |
| 30D | -6.5% | +18.8% | -25.3% | -7.3% |
| 3M | -6.0% | +136.1% | -142.1% | -10.0% |
| 6M | +33.7% | +235.2% | -201.6% | +25.3% |
| YTD | +16.4% | +320.5% | -304.1% | +7.9% |
| 1Y | +10.1% | +425.2% | -415.1% | +0.7% |
| 3Y | -16.3% | +42.9% | -59.2% | -28.2% |
| All | -16.3% | +43.8% | -60.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling