+90.2%
TT vs UTHR
+150.6%
-60.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | -2.0% | -6.1% | +4.1% | -1.6% |
| 30D | -14.0% | +3.1% | -17.1% | -14.2% |
| 3M | -15.9% | +5.5% | -21.3% | -16.2% |
| 6M | -17.3% | -5.8% | -11.5% | -16.9% |
| YTD | +4.0% | +15.3% | -11.4% | +2.8% |
| 1Y | -7.1% | +23.8% | -30.9% | -8.7% |
| 3Y | +90.2% | +146.3% | -56.1% | +84.4% |
| All | +90.2% | +150.6% | -60.3% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling