-56.8%
TSLL vs UTHR
+156.2%
-213.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.8% |
| 7D | -21.2% | -6.1% | -15.1% | -19.8% |
| 30D | -13.3% | +3.1% | -16.4% | -13.4% |
| 3M | +15.4% | +5.5% | +9.9% | +14.3% |
| 6M | -34.2% | -5.8% | -28.4% | -33.4% |
| YTD | -52.9% | +15.3% | -68.2% | -54.8% |
| 1Y | -54.3% | +23.8% | -78.1% | -56.9% |
| 3Y | -18.4% | +146.3% | -164.7% | -35.2% |
| All | -56.8% | +156.2% | -213.1% | -66.4% |
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