+676.7%
TLN vs UTHR
+174.4%
+502.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.1% | -2.1% | +3.2% | +1.2% |
| 30D | -4.6% | +7.2% | -11.8% | -5.0% |
| 3M | +5.2% | +11.1% | -5.9% | +4.5% |
| 6M | -6.5% | +4.2% | -10.7% | -6.8% |
| YTD | -3.6% | +20.8% | -24.4% | -4.9% |
| 1Y | -8.2% | +29.7% | -37.9% | -9.8% |
| 3Y | +559.7% | +164.1% | +395.5% | +549.4% |
| All | +676.7% | +174.4% | +502.3% | +664.5% |
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