+102.5%
TNA vs UTHR
+124.0%
-21.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -7.6% | +2.8% | -10.4% | -8.3% |
| 30D | -13.6% | -2.3% | -11.4% | -13.2% |
| 3M | +2.8% | -7.4% | +10.2% | +4.8% |
| 6M | +34.5% | -6.0% | +40.5% | +36.1% |
| YTD | +41.0% | +3.4% | +37.6% | +37.9% |
| 1Y | +52.0% | +27.1% | +24.9% | +38.6% |
| All | +102.5% | +124.0% | -21.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling