+500.5%
TRGP vs UTHR
+190.6%
+310.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +12.4% | +5.2% | +7.2% | +11.8% |
| 30D | +2.6% | +9.5% | -6.9% | +1.8% |
| 3M | +11.9% | +17.9% | -6.1% | +10.0% |
| 6M | +13.9% | +2.0% | +11.9% | +13.6% |
| YTD | +64.2% | +21.3% | +42.9% | +60.0% |
| 1Y | +78.5% | +27.9% | +50.6% | +72.8% |
| 3Y | +272.9% | +162.3% | +110.6% | +216.5% |
| All | +500.5% | +190.6% | +310.0% | +391.6% |
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