+97.3%
TEM vs UTHR
+108.4%
-11.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | +16.8% | +8.3% | +8.5% | +14.0% |
| 3M | +42.6% | +15.5% | +27.1% | +35.6% |
| 6M | +63.9% | +4.5% | +59.4% | +60.8% |
| YTD | +34.5% | +22.2% | +12.3% | +22.9% |
| 1Y | +11.0% | +29.7% | -18.7% | -1.3% |
| All | +97.3% | +108.4% | -11.1% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling