+331.4%
TSEM vs UTHR
+195.4%
+136.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +20.5% | +4.9% | +15.6% | +19.9% |
| 30D | -29.0% | +9.2% | -38.1% | -29.5% |
| 3M | -39.4% | +15.9% | -55.3% | -40.3% |
| 6M | -28.5% | +2.0% | -30.5% | -28.6% |
| YTD | +34.4% | +21.8% | +12.7% | +30.7% |
| 1Y | +48.3% | +28.6% | +19.8% | +43.1% |
| 3Y | +543.5% | +166.2% | +377.3% | +457.4% |
| 5Y | +331.4% | +191.8% | +139.6% | +268.3% |
| All | +331.4% | +195.4% | +136.1% | +268.3% |
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