+1,789.0%
TSM vs UTHR
+321.8%
+1,467.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +4.8% | +3.0% | +1.8% | +4.3% |
| 30D | +4.0% | -4.3% | +8.3% | +4.7% |
| 3M | +2.0% | -8.4% | +10.4% | +3.3% |
| 6M | +25.5% | -4.2% | +29.7% | +25.9% |
| YTD | +44.0% | +4.0% | +40.0% | +42.1% |
| 1Y | +75.4% | +25.5% | +49.9% | +67.1% |
| 3Y | +406.7% | +125.1% | +281.6% | +316.8% |
| 5Y | +285.0% | +140.3% | +144.7% | +204.5% |
| All | +1,789.0% | +321.8% | +1,467.2% | +1,158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling