+14.4%
TFC vs UTHR
+23.3%
-8.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.4% | -5.4% | +7.8% | +2.7% |
| 30D | -1.3% | -6.0% | +4.7% | -1.0% |
| 3M | +6.1% | -11.0% | +17.0% | +6.9% |
| 6M | +7.3% | -0.5% | +7.9% | +7.0% |
| YTD | +8.2% | +0.1% | +8.1% | +7.3% |
| 1Y | +14.4% | +28.2% | -13.7% | +12.9% |
| All | +14.4% | +23.3% | -8.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling