+7,498.1%
TSM vs UTHR
+8,620.1%
-1,122.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.8% |
| 7D | -2.1% | -2.1% | +0.1% | -1.6% |
| 30D | -12.5% | +7.2% | -19.7% | -13.6% |
| 3M | -5.0% | +11.1% | -16.1% | -7.2% |
| 6M | -3.2% | +4.2% | -7.4% | -4.5% |
| YTD | +31.5% | +20.8% | +10.7% | +25.6% |
| 1Y | +35.7% | +29.7% | +6.0% | +27.7% |
| 3Y | +323.5% | +164.1% | +159.4% | +236.3% |
| 5Y | +263.4% | +190.7% | +72.7% | +178.4% |
| 10Y | +1,598.5% | +355.4% | +1,243.1% | +1,038.5% |
| All | +7,498.1% | +8,620.1% | -1,122.1% | +2,187.6% |
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