-48.9%
TSLL vs UTHR
+171.5%
-220.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.4% |
| 30D | +2.7% | +8.3% | -5.6% | +1.5% |
| 3M | +26.3% | +15.5% | +10.7% | +22.7% |
| 6M | -37.2% | +4.5% | -41.7% | -37.8% |
| YTD | -44.2% | +22.2% | -66.5% | -47.2% |
| 1Y | -44.0% | +29.7% | -73.7% | -47.7% |
| 3Y | 0.0% | +167.3% | -167.3% | -21.9% |
| All | -48.9% | +171.5% | -220.4% | -60.7% |
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