+1,084.3%
TTMI vs UTHR
+319.3%
+765.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.4% |
| 7D | +6.0% | +2.8% | +3.2% | +5.3% |
| 30D | -6.4% | -2.3% | -4.2% | -6.0% |
| 3M | -28.9% | -7.4% | -21.5% | -27.7% |
| 6M | +26.9% | -6.0% | +32.8% | +28.2% |
| YTD | +77.3% | +3.4% | +73.9% | +74.6% |
| 1Y | +147.5% | +27.1% | +120.4% | +131.3% |
| 3Y | +847.6% | +123.8% | +723.8% | +641.2% |
| 5Y | +802.2% | +139.6% | +662.6% | +568.4% |
| All | +1,084.3% | +319.3% | +765.0% | +519.5% |
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 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