+3,125.4%
TT vs UTHR
+7,123.9%
-3,998.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | 0.0% | -5.4% | +5.4% | +0.6% |
| 30D | -7.2% | -6.0% | -1.1% | -6.5% |
| 3M | -3.0% | -11.0% | +8.0% | -1.7% |
| 6M | +1.4% | -0.5% | +1.9% | +1.1% |
| YTD | +15.9% | +0.1% | +15.8% | +15.4% |
| 1Y | +9.4% | +28.2% | -18.7% | +5.5% |
| 3Y | +124.4% | +113.8% | +10.6% | +100.3% |
| 5Y | +138.0% | +131.3% | +6.7% | +108.8% |
| 10Y | +886.4% | +296.7% | +589.7% | +690.1% |
| All | +3,125.4% | +7,123.9% | -3,998.5% | +2,062.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling