+734.7%
TT vs UTHR
+349.3%
+385.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | -11.8% | +7.2% | -19.0% | -12.7% |
| 3M | -11.6% | +11.1% | -22.7% | -13.3% |
| 6M | -9.3% | +4.2% | -13.5% | -10.2% |
| YTD | +8.9% | +20.8% | -11.9% | +4.8% |
| 1Y | -2.2% | +29.7% | -31.9% | -7.1% |
| 3Y | +91.9% | +164.1% | -72.3% | +56.0% |
| 5Y | +136.0% | +190.7% | -54.7% | +85.9% |
| 10Y | +734.7% | +355.4% | +379.3% | +463.7% |
| All | +734.7% | +349.3% | +385.4% | +463.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling