+587.5%
TLN vs UTHR
+136.3%
+451.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.0% |
| 7D | +5.8% | +3.0% | +2.8% | +5.6% |
| 30D | -6.9% | -4.3% | -2.5% | -6.6% |
| 3M | -10.9% | -8.4% | -2.5% | -10.4% |
| 6M | -4.6% | -4.2% | -0.4% | -4.3% |
| YTD | -14.7% | +4.0% | -18.7% | -15.0% |
| 1Y | -17.9% | +25.5% | -43.4% | -18.9% |
| 3Y | +483.9% | +125.1% | +358.7% | +480.7% |
| All | +587.5% | +136.3% | +451.2% | +583.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling