+4,194.6%
TTWO vs UTHR
+7,408.4%
-3,213.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -2.3% | +3.0% | -5.3% | -2.8% |
| 30D | -16.7% | -4.3% | -12.4% | -16.1% |
| 3M | -0.4% | -8.4% | +7.9% | +1.0% |
| 6M | -1.6% | -4.2% | +2.6% | -1.3% |
| YTD | -17.5% | +4.0% | -21.5% | -18.8% |
| 1Y | -14.8% | +25.5% | -40.3% | -19.1% |
| 3Y | +47.9% | +125.1% | -77.2% | +22.4% |
| 5Y | +34.5% | +140.3% | -105.9% | +8.2% |
| 10Y | +394.0% | +322.5% | +71.5% | +239.5% |
| All | +4,194.6% | +7,408.4% | -3,213.8% | +1,210.9% |
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