+644.7%
TSEM vs UTHR
+140.7%
+504.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +4.7% | +3.0% | +1.7% | +4.4% |
| 30D | -14.2% | -4.3% | -9.9% | -13.9% |
| 3M | -5.0% | -8.4% | +3.3% | -4.3% |
| 6M | +87.6% | -4.2% | +91.8% | +87.5% |
| YTD | +84.4% | +4.0% | +80.4% | +82.1% |
| 1Y | +235.4% | +25.5% | +209.9% | +222.0% |
| 3Y | +668.0% | +125.1% | +542.9% | +571.7% |
| 5Y | +644.7% | +140.3% | +504.4% | +550.7% |
| All | +644.7% | +140.7% | +504.0% | +550.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling