+600.6%
TLN vs UTHR
+132.1%
+468.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.6% |
| 7D | +10.9% | -2.9% | +13.8% | +11.1% |
| 30D | -6.3% | -7.6% | +1.3% | -5.8% |
| 3M | -10.7% | -8.6% | -2.1% | -10.2% |
| 6M | +1.6% | +4.1% | -2.5% | +1.3% |
| YTD | -13.1% | +2.2% | -15.3% | -13.3% |
| 1Y | -15.1% | +26.2% | -41.2% | -16.1% |
| 3Y | +495.0% | +121.2% | +373.8% | +492.5% |
| All | +600.6% | +132.1% | +468.4% | +597.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling