-97.2%
TSLQ vs UTHR
+115.8%
-213.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.5% |
| 7D | -8.0% | +3.0% | -11.0% | -7.5% |
| 30D | -23.8% | -4.3% | -19.5% | -24.3% |
| 3M | -7.0% | -8.4% | +1.4% | -8.5% |
| 6M | -17.1% | -4.2% | -12.9% | -17.5% |
| YTD | +0.1% | +4.0% | -4.0% | +1.6% |
| 1Y | -51.2% | +25.5% | -76.7% | -48.2% |
| 3Y | -95.9% | +125.1% | -221.0% | -95.1% |
| All | -97.2% | +115.8% | -213.0% | -96.7% |
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