-87.4%
TMF vs UTHR
+133.0%
-220.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.4% | -5.4% | +4.0% | -1.4% |
| 30D | -2.8% | -6.0% | +3.2% | -2.8% |
| 3M | -10.9% | -11.0% | +0.1% | -10.8% |
| 6M | -21.3% | -0.5% | -20.8% | -21.2% |
| YTD | -15.9% | +0.1% | -16.0% | -15.8% |
| 1Y | -15.7% | +28.2% | -43.9% | -15.4% |
| 3Y | -43.4% | +113.8% | -157.2% | -43.0% |
| All | -87.4% | +133.0% | -220.5% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling