+97.2%
TFC vs UTHR
+310.6%
-213.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -1.3% | +3.0% | -4.3% | -2.0% |
| 30D | -2.3% | -4.3% | +2.0% | -1.5% |
| 3M | +2.5% | -8.4% | +10.8% | +4.2% |
| 6M | +9.5% | -4.2% | +13.7% | +9.9% |
| YTD | +5.1% | +4.0% | +1.0% | +3.0% |
| 1Y | +15.5% | +25.5% | -10.0% | +8.0% |
| 3Y | +95.2% | +125.1% | -30.0% | +50.5% |
| 5Y | +14.5% | +140.3% | -125.8% | -15.2% |
| 10Y | +97.2% | +322.5% | -225.3% | +9.4% |
| All | +97.2% | +310.6% | -213.4% | +9.4% |
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