+679.5%
TSEM vs UTHR
+123.2%
+556.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.3% |
| 7D | +10.4% | -2.9% | +13.3% | +10.7% |
| 30D | -12.9% | -7.6% | -5.4% | -12.3% |
| 3M | -9.2% | -8.6% | -0.6% | -8.6% |
| 6M | +98.8% | +4.1% | +94.6% | +96.1% |
| YTD | +87.2% | +2.2% | +85.0% | +85.3% |
| 1Y | +239.0% | +26.2% | +212.8% | +225.9% |
| 3Y | +679.5% | +121.2% | +558.3% | +622.6% |
| All | +679.5% | +123.2% | +556.3% | +622.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling