+416.5%
TPR vs UTHR
+150.6%
+265.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | +14.2% | -6.1% | +20.3% | +14.8% |
| 30D | +17.1% | +3.1% | +14.0% | +16.5% |
| 3M | -17.7% | +5.5% | -23.2% | -18.4% |
| 6M | -10.2% | -5.8% | -4.4% | -9.9% |
| YTD | +4.9% | +15.3% | -10.4% | +3.4% |
| 1Y | +36.1% | +23.8% | +12.3% | +33.4% |
| 3Y | +416.5% | +146.3% | +270.2% | +373.3% |
| All | +416.5% | +150.6% | +265.9% | +373.3% |
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