-84.3%
TMF vs UTHR
+382.4%
-466.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +1.2% | -6.1% | +7.3% | +0.6% |
| 30D | +19.7% | +3.1% | +16.6% | +20.2% |
| 3M | -2.1% | +5.5% | -7.6% | -1.4% |
| 6M | -13.4% | -5.8% | -7.6% | -13.9% |
| YTD | -16.7% | +15.3% | -32.1% | -15.0% |
| 1Y | -23.3% | +23.8% | -47.1% | -21.0% |
| 3Y | -24.8% | +146.3% | -171.1% | -12.9% |
| 5Y | -88.0% | +177.8% | -265.9% | -85.5% |
| All | -84.3% | +382.4% | -466.7% | -73.7% |
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