+364.1%
TTD vs UTHR
+305.8%
+58.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -7.4% | +2.8% | -10.2% | -8.1% |
| 30D | +3.0% | -2.3% | +5.3% | +3.4% |
| 3M | -27.6% | -7.4% | -20.2% | -26.4% |
| 6M | -49.5% | -6.0% | -43.5% | -49.2% |
| YTD | -63.2% | +3.4% | -66.6% | -64.2% |
| 1Y | -69.7% | +27.1% | -96.8% | -72.5% |
| 3Y | -83.3% | +123.8% | -207.2% | -88.0% |
| 5Y | -80.8% | +139.6% | -220.4% | -87.0% |
| All | +364.1% | +305.8% | +58.3% | +143.2% |
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