-55.4%
TSLL vs UTHR
+122.3%
-177.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | +1.9% | -5.4% | +7.3% | +3.0% |
| 30D | +17.8% | -6.0% | +23.8% | +19.2% |
| 3M | -37.0% | -11.0% | -26.0% | -35.7% |
| 6M | -37.7% | -0.5% | -37.1% | -38.3% |
| YTD | -51.4% | +0.1% | -51.4% | -52.1% |
| 1Y | -23.4% | +28.2% | -51.5% | -28.9% |
| 3Y | -30.8% | +113.8% | -144.6% | -43.4% |
| All | -55.4% | +122.3% | -177.7% | -64.3% |
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