+14.8%
TFC vs UTHR
+29.8%
-15.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.1% | +4.9% | -4.8% | -0.2% |
| 30D | +8.6% | +9.2% | -0.5% | +8.2% |
| 3M | -4.3% | +15.9% | -20.3% | -5.0% |
| 6M | +5.4% | +2.0% | +3.4% | +6.2% |
| YTD | +4.5% | +21.8% | -17.3% | +2.0% |
| All | +14.8% | +29.8% | -15.0% | +10.3% |
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