-15.5%
TSN vs UTHR
+193.6%
-209.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +11.8% | +8.3% | +3.5% | +11.0% |
| 3M | +7.1% | +15.5% | -8.5% | +5.7% |
| 6M | -9.2% | +4.5% | -13.7% | -9.6% |
| YTD | +4.8% | +22.2% | -17.5% | +2.6% |
| 1Y | +11.6% | +29.7% | -18.1% | +8.7% |
| 3Y | +41.5% | +167.3% | -125.8% | +22.3% |
| 5Y | -15.5% | +196.5% | -212.0% | -30.6% |
| All | -15.5% | +193.6% | -209.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling