+294.7%
TFC vs UTHR
+7,123.9%
-6,829.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.4% | -5.4% | +7.8% | +3.1% |
| 30D | -1.3% | -6.0% | +4.7% | -0.6% |
| 3M | +6.1% | -11.0% | +17.0% | +7.5% |
| 6M | +7.3% | -0.5% | +7.9% | +7.0% |
| YTD | +8.2% | +0.1% | +8.1% | +7.7% |
| 1Y | +14.4% | +28.2% | -13.7% | +10.2% |
| 3Y | +93.7% | +113.8% | -20.1% | +72.2% |
| 5Y | +16.4% | +131.3% | -114.9% | +1.7% |
| 10Y | +101.6% | +296.7% | -195.2% | +61.6% |
| All | +294.7% | +7,123.9% | -6,829.1% | +159.7% |
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