-9.6%
TOST vs UTHR
+31.0%
-40.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +3.0% | -2.1% | +5.1% | +2.9% |
| 30D | +10.3% | +7.2% | +3.1% | +10.5% |
| 3M | -3.3% | +11.1% | -14.4% | -2.2% |
| 6M | +37.8% | +4.2% | +33.6% | +39.6% |
| YTD | -2.8% | +20.8% | -23.6% | -4.4% |
| 1Y | -9.6% | +29.7% | -39.3% | -14.4% |
| All | -9.6% | +31.0% | -40.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling