+394.9%
TTWO vs UTHR
+313.7%
+81.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | +0.4% | +1.9% | -1.6% | +0.1% |
| 30D | -11.3% | -2.9% | -8.5% | -11.0% |
| 3M | +1.6% | -8.9% | +10.5% | +2.7% |
| 6M | +2.1% | -8.7% | +10.8% | +3.0% |
| YTD | -15.8% | +2.0% | -17.9% | -16.6% |
| 1Y | -12.6% | +22.8% | -35.4% | -15.8% |
| 3Y | +48.2% | +120.6% | -72.4% | +27.3% |
| 5Y | +40.0% | +136.4% | -96.5% | +16.9% |
| All | +394.9% | +313.7% | +81.2% | +271.7% |
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