-17.2%
TTWO vs UTHR
+40.6%
-57.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +7.1% |
| 7D | +7.0% | +3.8% | +3.2% | +6.8% |
| 30D | +2.7% | +13.4% | -10.8% | +2.0% |
| 3M | -13.0% | +17.3% | -30.4% | -14.0% |
| 6M | -7.2% | +4.7% | -11.9% | -7.9% |
| YTD | -18.4% | +24.9% | -43.3% | -20.4% |
| 1Y | -17.2% | +39.1% | -56.4% | -28.1% |
| All | -17.2% | +40.6% | -57.9% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling