+7,347.4%
TSM vs UTHR
+8,529.0%
-1,181.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.8% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -14.3% | +6.1% | -20.3% | -15.2% |
| 3M | -7.2% | +8.1% | -15.3% | -8.9% |
| 6M | -5.1% | +3.1% | -8.2% | -6.2% |
| YTD | +28.9% | +19.5% | +9.3% | +23.3% |
| 1Y | +37.1% | +29.7% | +7.3% | +29.0% |
| 3Y | +341.5% | +162.7% | +178.8% | +250.9% |
| 5Y | +245.7% | +192.8% | +52.9% | +164.4% |
| 10Y | +1,502.2% | +348.1% | +1,154.1% | +977.3% |
| All | +7,347.4% | +8,529.0% | -1,181.6% | +2,146.7% |
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