+294.4%
TD vs UTHR
+364.7%
-70.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | +5.2% | -4.1% | +0.4% |
| 30D | +5.2% | +9.5% | -4.3% | +3.9% |
| 3M | +1.2% | +17.9% | -16.7% | -1.2% |
| 6M | +17.7% | +2.0% | +15.7% | +17.1% |
| YTD | +34.2% | +21.3% | +12.9% | +29.7% |
| 1Y | +55.4% | +27.9% | +27.6% | +49.1% |
| 3Y | +130.4% | +162.3% | -31.9% | +90.8% |
| 5Y | +101.8% | +190.7% | -88.9% | +61.2% |
| All | +294.4% | +364.7% | -70.3% | +165.8% |
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