+575.3%
TLN vs UTHR
+157.2%
+418.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +7.0% |
| 7D | +9.1% | -2.3% | +11.3% | +9.2% |
| 30D | -4.1% | +6.1% | -10.1% | -4.5% |
| 3M | +4.4% | +8.1% | -3.7% | +3.9% |
| 6M | -6.0% | +3.1% | -9.1% | -6.2% |
| YTD | -3.1% | +19.5% | -22.7% | -4.3% |
| 1Y | -6.1% | +29.7% | -35.8% | -7.6% |
| 3Y | +575.3% | +162.7% | +412.6% | +543.7% |
| All | +575.3% | +157.2% | +418.1% | +543.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling