+379.4%
TTD vs UTHR
+292.7%
+86.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.2% |
| 7D | +6.3% | -5.4% | +11.7% | +7.9% |
| 30D | -23.9% | -6.0% | -17.8% | -22.9% |
| 3M | -31.4% | -11.0% | -20.4% | -29.5% |
| 6M | -42.7% | -0.5% | -42.1% | -43.4% |
| YTD | -62.0% | +0.1% | -62.1% | -62.7% |
| 1Y | -72.2% | +28.2% | -100.4% | -74.8% |
| 3Y | -81.9% | +113.8% | -195.8% | -86.8% |
| 5Y | -81.5% | +131.3% | -212.9% | -87.4% |
| All | +379.4% | +292.7% | +86.7% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling