+80.5%
TSEM vs UTHR
+40.6%
+39.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.2% | -9.9% | -8.7% |
| 7D | -23.1% | +3.8% | -26.9% | -22.9% |
| 30D | -40.4% | +13.4% | -53.8% | -39.9% |
| 3M | -37.9% | +17.3% | -55.2% | -36.9% |
| 6M | -30.8% | +4.7% | -35.5% | -29.7% |
| YTD | +26.7% | +24.9% | +1.8% | +29.5% |
| 1Y | +80.5% | +39.1% | +41.3% | +77.5% |
| All | +80.5% | +40.6% | +39.9% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling