+750.6%
TT vs UTHR
+363.8%
+386.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +4.1% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | -11.8% | +6.1% | -17.9% | -12.7% |
| 3M | -12.6% | +8.1% | -20.7% | -13.9% |
| 6M | -9.4% | +3.1% | -12.5% | -10.1% |
| YTD | +8.8% | +19.5% | -10.7% | +4.9% |
| 1Y | -2.5% | +29.7% | -32.3% | -7.4% |
| 3Y | +95.7% | +162.7% | -67.0% | +59.2% |
| 5Y | +135.7% | +192.8% | -57.1% | +85.3% |
| 10Y | +750.6% | +348.1% | +402.5% | +476.4% |
| All | +750.6% | +363.8% | +386.8% | +476.4% |
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