+508.5%
TTD vs UTHR
+364.7%
+143.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +21.3% | +5.2% | +16.1% | +19.7% |
| 30D | +28.7% | +9.5% | +19.3% | +25.7% |
| 3M | +7.7% | +17.9% | -10.2% | +2.4% |
| 6M | -23.5% | +2.0% | -25.5% | -24.4% |
| YTD | -58.7% | +21.3% | -80.0% | -61.7% |
| 1Y | -63.4% | +27.9% | -91.3% | -66.7% |
| 3Y | -75.3% | +162.3% | -237.6% | -83.2% |
| 5Y | -84.4% | +190.7% | -275.1% | -90.2% |
| All | +508.5% | +364.7% | +143.8% | +171.6% |
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