-1.1%
TFC vs UTHR
+190.4%
-191.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.4% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | +9.2% | +6.1% | +3.1% | +8.2% |
| 3M | -2.9% | +8.1% | -11.0% | -4.2% |
| 6M | +3.5% | +3.1% | +0.4% | +2.8% |
| YTD | +5.4% | +19.5% | -14.1% | +1.8% |
| 1Y | +17.3% | +29.7% | -12.4% | +11.8% |
| 3Y | +96.7% | +162.7% | -66.0% | +57.1% |
| 5Y | -1.1% | +192.8% | -193.9% | -25.6% |
| All | -1.1% | +190.4% | -191.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling