-48.4%
TSLL vs UTHR
+31.0%
-79.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -11.0% | -2.1% | -8.9% | -10.5% |
| 30D | -5.3% | +7.2% | -12.5% | -4.9% |
| 3M | +20.8% | +11.1% | +9.7% | +20.9% |
| 6M | -36.0% | +4.2% | -40.2% | -35.6% |
| YTD | -47.3% | +20.8% | -68.1% | -48.8% |
| 1Y | -48.4% | +29.7% | -78.1% | -56.4% |
| All | -48.4% | +31.0% | -79.5% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling