+145.7%
TRU vs UTHR
+313.7%
-168.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -2.7% | +1.9% | -4.7% | -3.1% |
| 30D | -2.0% | -2.9% | +0.8% | -1.6% |
| 3M | +18.4% | -8.9% | +27.3% | +20.2% |
| 6M | +8.9% | -8.7% | +17.6% | +10.2% |
| YTD | -8.9% | +2.0% | -11.0% | -10.1% |
| 1Y | -15.9% | +22.8% | -38.7% | -20.1% |
| 3Y | -1.1% | +120.6% | -121.7% | -19.3% |
| 5Y | -35.2% | +136.4% | -171.6% | -49.3% |
| All | +145.7% | +313.7% | -168.1% | +58.8% |
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