+397.0%
TSM vs UTHR
+118.3%
+278.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +2.7% | -5.4% | +8.1% | +3.0% |
| 30D | +3.6% | -6.0% | +9.7% | +3.9% |
| 3M | -3.4% | -11.0% | +7.6% | -2.8% |
| 6M | +20.6% | -0.5% | +21.1% | +20.5% |
| YTD | +41.9% | +0.1% | +41.8% | +41.8% |
| 1Y | +84.4% | +28.2% | +56.2% | +82.0% |
| All | +397.0% | +118.3% | +278.7% | +393.3% |
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