+131.2%
TLT vs UTHR
+8,206.8%
-8,075.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.4% | -5.4% | +5.0% | -0.7% |
| 30D | -0.6% | -6.0% | +5.5% | -0.8% |
| 3M | -2.7% | -11.0% | +8.2% | -3.2% |
| 6M | -5.6% | -0.5% | -5.1% | -5.5% |
| YTD | -2.8% | +0.1% | -2.9% | -2.6% |
| 1Y | -1.4% | +28.2% | -29.6% | 0.0% |
| 3Y | -1.6% | +113.8% | -115.4% | +3.0% |
| 5Y | -33.8% | +131.3% | -165.1% | -30.1% |
| 10Y | -21.1% | +296.7% | -317.9% | -12.4% |
| All | +131.2% | +8,206.8% | -8,075.6% | +197.2% |
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