-88.0%
TMF vs UTHR
+179.7%
-267.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +1.2% | -6.1% | +7.3% | +1.3% |
| 30D | +19.7% | +3.1% | +16.6% | +19.7% |
| 3M | -2.1% | +5.5% | -7.6% | -2.2% |
| 6M | -13.4% | -5.8% | -7.6% | -13.4% |
| YTD | -16.7% | +15.3% | -32.1% | -16.8% |
| 1Y | -23.3% | +23.8% | -47.1% | -23.4% |
| 3Y | -24.8% | +146.3% | -171.1% | -25.3% |
| All | -88.0% | +179.7% | -267.7% | -87.2% |
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 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