+957.3%
TT vs UTHR
+310.6%
+646.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +1.4% | +3.0% | -1.6% | +0.9% |
| 30D | -6.7% | -4.3% | -2.3% | -6.1% |
| 3M | -5.4% | -8.4% | +2.9% | -4.2% |
| 6M | +4.4% | -4.2% | +8.6% | +4.7% |
| YTD | +14.9% | +4.0% | +10.9% | +13.4% |
| 1Y | +9.3% | +25.5% | -16.3% | +4.2% |
| 3Y | +121.7% | +125.1% | -3.4% | +84.8% |
| 5Y | +148.2% | +140.3% | +7.8% | +101.3% |
| 10Y | +957.3% | +322.5% | +634.8% | +597.4% |
| All | +957.3% | +310.6% | +646.7% | +597.4% |
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