+45.9%
TEM vs UTHR
+76.3%
-30.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.9% |
| 7D | -9.2% | +2.8% | -11.9% | -10.0% |
| 30D | +5.5% | -2.3% | +7.7% | +6.3% |
| 3M | +18.7% | -7.4% | +26.1% | +21.8% |
| 6M | +15.4% | -6.0% | +21.4% | +17.2% |
| YTD | -0.5% | +3.4% | -3.9% | -3.6% |
| 1Y | -24.8% | +27.1% | -51.9% | -33.9% |
| All | +45.9% | +76.3% | -30.3% | +109.4% |
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