-97.0%
TSLQ vs UTHR
+107.6%
-204.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +11.9% |
| 7D | -5.8% | -5.4% | -0.4% | -6.7% |
| 30D | -22.1% | -6.0% | -16.0% | -22.9% |
| 3M | +10.1% | -11.0% | +21.0% | +7.7% |
| 6M | -6.8% | -0.5% | -6.2% | -6.3% |
| YTD | +8.5% | +0.1% | +8.5% | +9.4% |
| 1Y | -49.7% | +28.2% | -77.9% | -46.4% |
| 3Y | -95.6% | +113.8% | -209.5% | -94.8% |
| All | -97.0% | +107.6% | -204.6% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling