+855.6%
TRGP vs UTHR
+319.3%
+536.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.6% | +2.8% | -3.3% | -1.3% |
| 30D | +10.0% | -2.3% | +12.2% | +10.5% |
| 3M | +7.6% | -7.4% | +15.0% | +9.6% |
| 6M | +26.8% | -6.0% | +32.8% | +27.8% |
| YTD | +60.6% | +3.4% | +57.1% | +56.5% |
| 1Y | +82.5% | +27.1% | +55.4% | +67.1% |
| 3Y | +265.0% | +123.8% | +141.2% | +162.9% |
| 5Y | +645.9% | +139.6% | +506.3% | +405.3% |
| All | +855.6% | +319.3% | +536.3% | +367.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling