-34.5%
TRU vs UTHR
+139.0%
-173.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -9.4% | +2.8% | -12.2% | -9.6% |
| 30D | -4.1% | -2.3% | -1.9% | -3.9% |
| 3M | +13.6% | -7.4% | +21.0% | +14.4% |
| 6M | +3.6% | -6.0% | +9.5% | +4.0% |
| YTD | -9.8% | +3.4% | -13.2% | -10.6% |
| 1Y | -13.6% | +27.1% | -40.7% | -16.6% |
| 3Y | -2.0% | +123.8% | -125.8% | -13.8% |
| All | -34.5% | +139.0% | -173.5% | -44.8% |
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 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