+11.5%
TSN vs UTHR
+123.2%
-111.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.6% |
| 7D | -5.0% | -2.9% | -2.2% | -4.9% |
| 30D | -9.1% | -7.6% | -1.5% | -8.7% |
| 3M | -7.4% | -8.6% | +1.2% | -7.0% |
| 6M | -13.4% | +4.1% | -17.5% | -13.6% |
| YTD | -8.5% | +2.2% | -10.7% | -8.7% |
| 1Y | -3.2% | +26.2% | -29.4% | -4.7% |
| 3Y | +11.5% | +121.2% | -109.7% | +0.6% |
| All | +11.5% | +123.2% | -111.7% | +0.6% |
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 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