-19.8%
TLT vs UTHR
+310.6%
-330.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.5% |
| 7D | -0.3% | +3.0% | -3.3% | -0.2% |
| 30D | 0.0% | -4.3% | +4.3% | -0.2% |
| 3M | -2.9% | -8.4% | +5.5% | -3.2% |
| 6M | -6.3% | -4.2% | -2.0% | -6.3% |
| YTD | -3.3% | +4.0% | -7.4% | -3.0% |
| 1Y | -4.2% | +25.5% | -29.7% | -3.1% |
| 3Y | -1.7% | +125.1% | -126.8% | +3.1% |
| 5Y | -34.9% | +140.3% | -175.2% | -30.8% |
| 10Y | -19.8% | +322.5% | -342.3% | -6.4% |
| All | -19.8% | +310.6% | -330.4% | -6.4% |
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