+8,097.5%
TSM vs UTHR
+7,123.9%
+973.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | -5.4% | +8.1% | +3.8% |
| 30D | +3.6% | -6.0% | +9.7% | +4.8% |
| 3M | -3.4% | -11.0% | +7.6% | -1.4% |
| 6M | +20.6% | -0.5% | +21.1% | +20.1% |
| YTD | +41.9% | +0.1% | +41.8% | +40.8% |
| 1Y | +84.4% | +28.2% | +56.2% | +74.0% |
| 3Y | +380.2% | +113.8% | +266.4% | +297.6% |
| 5Y | +275.3% | +131.3% | +144.0% | +200.8% |
| 10Y | +1,751.4% | +296.7% | +1,454.7% | +1,173.8% |
| All | +8,097.5% | +7,123.9% | +973.7% | +2,464.2% |
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