+90.2%
UNH vs TXG
+22.9%
+67.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | -3.2% | +5.0% | -8.2% | -3.4% |
| 30D | -3.5% | +13.5% | -17.0% | -4.3% |
| 3M | -4.2% | +128.0% | -132.2% | -9.1% |
| 6M | +38.3% | +224.4% | -186.1% | +27.8% |
| YTD | +19.2% | +307.0% | -287.8% | +8.6% |
| 1Y | +15.0% | +427.2% | -412.3% | +2.6% |
| 3Y | -14.5% | +40.2% | -54.7% | -19.9% |
| 5Y | +4.6% | -64.0% | +68.6% | +7.0% |
| All | +90.2% | +22.9% | +67.3% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling