+527.9%
TTD vs UTHR
+362.9%
+165.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.3% |
| 7D | +20.8% | -2.1% | +22.9% | +21.6% |
| 30D | +33.8% | +8.3% | +25.6% | +31.1% |
| 3M | +17.8% | +15.5% | +2.3% | +12.7% |
| 6M | -25.7% | +4.5% | -30.3% | -27.2% |
| YTD | -57.9% | +22.2% | -80.2% | -61.1% |
| 1Y | -63.8% | +29.7% | -93.6% | -67.2% |
| 3Y | -75.0% | +167.3% | -242.3% | -83.2% |
| 5Y | -82.5% | +196.5% | -279.0% | -89.1% |
| 10Y | +527.9% | +369.0% | +158.9% | +175.9% |
| All | +527.9% | +362.9% | +165.0% | +175.9% |
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