+105.2%
TQQQ vs UTHR
+135.8%
-30.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | -1.9% | +1.9% | -3.9% | -2.5% |
| 30D | -4.9% | -2.9% | -2.0% | -4.2% |
| 3M | -6.4% | -8.9% | +2.5% | -4.3% |
| 6M | +44.4% | -8.7% | +53.1% | +47.0% |
| YTD | +35.2% | +2.0% | +33.1% | +32.4% |
| 1Y | +49.5% | +22.8% | +26.7% | +37.5% |
| 3Y | +250.7% | +120.6% | +130.1% | +143.5% |
| All | +105.2% | +135.8% | -30.6% | +38.4% |
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 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