-12.6%
TLT vs UTHR
+364.7%
-377.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.1% | +5.2% | -8.3% | -2.9% |
| 30D | +1.0% | +9.5% | -8.4% | +1.4% |
| 3M | -2.7% | +17.9% | -20.7% | -2.1% |
| 6M | -4.1% | +2.0% | -6.2% | -4.0% |
| YTD | -5.4% | +21.3% | -26.7% | -4.5% |
| 1Y | -7.0% | +27.9% | -34.9% | -6.0% |
| 3Y | +2.8% | +162.3% | -159.5% | +8.2% |
| 5Y | -35.4% | +190.7% | -226.1% | -31.0% |
| All | -12.6% | +364.7% | -377.3% | +0.4% |
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