-49.1%
TSLL vs UTHR
+169.5%
-218.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | +17.8% | +5.2% | +12.7% | +16.6% |
| 30D | +8.2% | +9.5% | -1.2% | +6.8% |
| 3M | +20.9% | +17.9% | +2.9% | +17.0% |
| 6M | -37.5% | +2.0% | -39.5% | -37.7% |
| YTD | -44.5% | +21.3% | -65.8% | -47.3% |
| 1Y | -33.0% | +27.9% | -60.8% | -37.2% |
| 3Y | -6.4% | +162.3% | -168.7% | -26.6% |
| All | -49.1% | +169.5% | -218.6% | -60.8% |
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