-26.6%
TSLL vs UTHR
+22.2%
-48.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.8% |
| 7D | +1.9% | -5.4% | +7.3% | +2.5% |
| 30D | +17.8% | -6.0% | +23.8% | +18.6% |
| 3M | -37.0% | -11.0% | -26.0% | -36.2% |
| 6M | -37.7% | -0.5% | -37.1% | -38.7% |
| YTD | -51.4% | +0.1% | -51.4% | -52.3% |
| All | -26.6% | +22.2% | -48.8% | -31.1% |
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