-88.3%
TMF vs UTHR
+190.6%
-278.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -9.3% | +5.2% | -14.5% | -9.4% |
| 30D | +1.9% | +9.5% | -7.5% | +1.8% |
| 3M | -11.2% | +17.9% | -29.2% | -11.5% |
| 6M | -17.7% | +2.0% | -19.7% | -17.8% |
| YTD | -24.5% | +21.3% | -45.8% | -24.7% |
| 1Y | -29.4% | +27.9% | -57.3% | -29.6% |
| 3Y | -33.4% | +162.3% | -195.8% | -34.3% |
| All | -88.3% | +190.6% | -278.8% | -87.5% |
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