-79.9%
TE vs UTHR
+578.5%
-658.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.4% |
| 7D | -13.6% | +4.9% | -18.5% | -14.8% |
| 30D | -37.7% | +9.2% | -46.8% | -39.0% |
| 3M | -59.8% | +15.9% | -75.7% | -61.4% |
| 6M | -66.3% | +2.0% | -68.3% | -66.6% |
| YTD | -70.5% | +21.8% | -92.3% | -72.4% |
| 1Y | -48.8% | +28.6% | -77.4% | -52.9% |
| 3Y | +31.3% | +166.2% | -134.9% | -0.6% |
| 5Y | -82.0% | +191.8% | -273.8% | -86.7% |
| All | -79.9% | +578.5% | -658.4% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling