+581.7%
TLN vs UTHR
+127.3%
+454.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +7.1% | -5.4% | +12.5% | +7.4% |
| 30D | -3.9% | -6.0% | +2.2% | -3.5% |
| 3M | -16.2% | -11.0% | -5.2% | -15.6% |
| 6M | -5.8% | -0.5% | -5.3% | -5.8% |
| YTD | -15.4% | +0.1% | -15.5% | -15.5% |
| 1Y | -16.7% | +28.2% | -44.8% | -17.7% |
| 3Y | +473.8% | +113.8% | +359.9% | +471.9% |
| All | +581.7% | +127.3% | +454.4% | +579.2% |
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 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