+281.3%
TFC vs UTHR
+8,689.8%
-8,408.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.1% | +4.9% | -4.8% | -0.5% |
| 30D | +8.6% | +9.2% | -0.5% | +7.4% |
| 3M | -4.3% | +15.9% | -20.3% | -6.3% |
| 6M | +5.4% | +2.0% | +3.4% | +4.8% |
| YTD | +4.5% | +21.8% | -17.3% | +1.3% |
| 1Y | +14.0% | +28.6% | -14.6% | +9.7% |
| 3Y | +93.4% | +166.2% | -72.9% | +67.0% |
| 5Y | +0.5% | +191.8% | -191.3% | -14.8% |
| 10Y | +77.7% | +367.2% | -289.5% | +39.3% |
| All | +281.3% | +8,689.8% | -8,408.5% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling