+1,297.6%
TNA vs UTHR
+1,694.5%
-396.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.9% |
| 7D | +4.1% | -2.9% | +6.9% | +6.1% |
| 30D | -7.6% | -7.6% | 0.0% | -2.5% |
| 3M | +8.1% | -8.6% | +16.7% | +14.5% |
| 6M | +49.0% | +4.1% | +44.9% | +40.1% |
| YTD | +51.7% | +2.2% | +49.5% | +42.6% |
| 1Y | +59.6% | +26.2% | +33.4% | +25.7% |
| 3Y | +118.9% | +121.2% | -2.3% | -4.9% |
| 5Y | -19.2% | +136.5% | -155.7% | -68.4% |
| 10Y | +77.2% | +300.1% | -222.9% | -58.4% |
| All | +1,297.6% | +1,694.5% | -396.8% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling