+96.7%
TFC vs UTHR
+157.2%
-60.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.6% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | +9.2% | +6.1% | +3.1% | +8.6% |
| 3M | -2.9% | +8.1% | -11.0% | -3.7% |
| 6M | +3.5% | +3.1% | +0.4% | +3.2% |
| YTD | +5.4% | +19.5% | -14.1% | +3.1% |
| 1Y | +17.3% | +29.7% | -12.4% | +13.7% |
| 3Y | +96.7% | +162.7% | -66.0% | +64.8% |
| All | +96.7% | +157.2% | -60.6% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling