+88.5%
TEM vs UTHR
+107.6%
-19.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +7.8% | +4.9% | +2.9% | +6.2% |
| 30D | +11.2% | +9.2% | +2.1% | +8.3% |
| 3M | +39.0% | +15.9% | +23.0% | +31.9% |
| 6M | +61.6% | +2.0% | +59.7% | +60.0% |
| YTD | +28.5% | +21.8% | +6.8% | +17.6% |
| 1Y | +6.7% | +28.6% | -21.8% | -4.7% |
| All | +88.5% | +107.6% | -19.0% | +155.4% |
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