+1,259.9%
TSEM vs UTHR
+319.3%
+940.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | -16.6% | -2.3% | -14.4% | -16.4% |
| 3M | -10.9% | -7.4% | -3.5% | -9.8% |
| 6M | +78.0% | -6.0% | +84.0% | +78.7% |
| YTD | +77.2% | +3.4% | +73.8% | +74.0% |
| 1Y | +207.6% | +27.1% | +180.5% | +188.6% |
| 3Y | +637.8% | +123.8% | +514.0% | +492.7% |
| 5Y | +617.0% | +139.6% | +477.4% | +452.7% |
| All | +1,259.9% | +319.3% | +940.6% | +742.0% |
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