-97.7%
TSLQ vs UTHR
+151.7%
-249.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -16.8% | +5.2% | -22.0% | -15.9% |
| 30D | -18.0% | +9.5% | -27.4% | -16.4% |
| 3M | -34.5% | +17.9% | -52.4% | -32.2% |
| 6M | -8.9% | +2.0% | -10.9% | -8.3% |
| YTD | -19.0% | +21.3% | -40.3% | -15.1% |
| 1Y | -38.2% | +27.9% | -66.1% | -34.5% |
| 3Y | -96.9% | +162.3% | -259.3% | -96.2% |
| All | -97.7% | +151.7% | -249.5% | -97.2% |
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