+786.5%
TSEM vs UTHR
+364.7%
+421.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.9% |
| 7D | +7.0% | +5.2% | +1.8% | +6.0% |
| 30D | -29.8% | +9.5% | -39.2% | -30.9% |
| 3M | -41.9% | +17.9% | -59.9% | -43.8% |
| 6M | -45.8% | +2.0% | -47.8% | -46.1% |
| YTD | +25.1% | +21.3% | +3.8% | +19.0% |
| 1Y | +48.2% | +27.9% | +20.4% | +39.4% |
| 3Y | +476.5% | +162.3% | +314.1% | +348.7% |
| 5Y | +301.4% | +190.7% | +110.7% | +197.0% |
| All | +786.5% | +364.7% | +421.8% | +436.7% |
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