+79.0%
TFC vs UTHR
+362.9%
-283.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | +7.8% | +8.3% | -0.5% | +5.9% |
| 3M | -3.0% | +15.5% | -18.5% | -6.4% |
| 6M | +5.8% | +4.5% | +1.3% | +4.2% |
| YTD | +5.3% | +22.2% | -17.0% | -0.7% |
| 1Y | +15.7% | +29.7% | -14.0% | +7.6% |
| 3Y | +94.8% | +167.3% | -72.5% | +44.2% |
| 5Y | 0.0% | +196.5% | -196.5% | -29.6% |
| 10Y | +79.0% | +369.0% | -290.0% | -1.2% |
| All | +79.0% | +362.9% | -283.9% | -1.2% |
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