+341.5%
TSM vs UTHR
+157.2%
+184.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.3% |
| 30D | -14.3% | +6.1% | -20.3% | -14.4% |
| 3M | -7.2% | +8.1% | -15.3% | -7.5% |
| 6M | -5.1% | +3.1% | -8.2% | -5.2% |
| YTD | +28.9% | +19.5% | +9.3% | +27.8% |
| 1Y | +37.1% | +29.7% | +7.3% | +35.4% |
| 3Y | +341.5% | +162.7% | +178.8% | +352.4% |
| All | +341.5% | +157.2% | +184.2% | +352.4% |
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 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