-96.9%
TSLQ vs UTHR
+166.1%
-263.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -16.8% | +5.2% | -22.0% | -15.8% |
| 30D | -18.0% | +9.5% | -27.4% | -16.3% |
| 3M | -34.5% | +17.9% | -52.4% | -32.0% |
| 6M | -8.9% | +2.0% | -10.9% | -8.3% |
| YTD | -19.0% | +21.3% | -40.3% | -14.8% |
| 1Y | -38.2% | +27.9% | -66.1% | -34.1% |
| 3Y | -96.9% | +162.3% | -259.3% | -96.1% |
| All | -96.9% | +166.1% | -263.0% | -96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling