+258.0%
TSN vs UTHR
+7,123.9%
-6,865.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -6.3% | -5.4% | -0.9% | -5.8% |
| 30D | -10.8% | -6.0% | -4.8% | -10.2% |
| 3M | -8.8% | -11.0% | +2.2% | -7.6% |
| 6M | -16.8% | -0.5% | -16.3% | -17.0% |
| YTD | -10.0% | +0.1% | -10.1% | -10.4% |
| 1Y | -5.3% | +28.2% | -33.4% | -8.4% |
| 3Y | +8.5% | +113.8% | -105.3% | -2.6% |
| 5Y | -22.9% | +131.3% | -154.2% | -32.0% |
| 10Y | -12.6% | +296.7% | -309.4% | -29.4% |
| All | +258.0% | +7,123.9% | -6,865.8% | +127.8% |
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