+60.2%
TXG vs UTHR
+166.1%
-105.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -1.8% | +5.2% | -7.0% | -2.2% |
| 30D | -20.4% | +9.5% | -29.9% | -20.7% |
| 3M | +0.1% | +17.9% | -17.9% | -1.0% |
| 6M | +176.2% | +2.0% | +174.2% | +176.1% |
| YTD | +256.8% | +21.3% | +235.4% | +250.5% |
| 1Y | +255.9% | +27.9% | +228.0% | +248.0% |
| 3Y | +60.2% | +162.3% | -102.1% | +53.1% |
| All | +60.2% | +166.1% | -105.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling