+218.5%
TRU vs UTHR
+180.6%
+37.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -7.2% | -2.9% | -4.3% | -6.7% |
| 30D | -2.8% | -7.6% | +4.8% | -1.5% |
| 3M | +13.0% | -8.6% | +21.6% | +14.7% |
| 6M | +0.7% | +4.1% | -3.5% | -0.6% |
| YTD | -9.0% | +2.2% | -11.2% | -10.2% |
| 1Y | -16.3% | +26.2% | -42.5% | -21.0% |
| 3Y | -1.1% | +121.2% | -122.3% | -19.6% |
| 5Y | -36.0% | +136.5% | -172.5% | -50.0% |
| 10Y | +139.9% | +300.1% | -160.2% | +52.7% |
| All | +218.5% | +180.6% | +37.8% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling