+301.1%
TD vs UTHR
+319.3%
-18.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.6% | +2.8% | -5.3% | -2.9% |
| 30D | -1.0% | -2.3% | +1.2% | -0.8% |
| 3M | +5.6% | -7.4% | +13.0% | +6.6% |
| 6M | +27.1% | -6.0% | +33.1% | +27.8% |
| YTD | +29.4% | +3.4% | +26.0% | +28.0% |
| 1Y | +60.7% | +27.1% | +33.6% | +54.0% |
| 3Y | +127.6% | +123.8% | +3.8% | +93.0% |
| 5Y | +125.4% | +139.6% | -14.2% | +85.6% |
| All | +301.1% | +319.3% | -18.3% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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