-64.0%
TXG vs UTHR
+138.8%
-202.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +5.0% | +2.8% | +2.2% | +4.6% |
| 30D | +13.5% | -2.3% | +15.8% | +13.9% |
| 3M | +128.0% | -7.4% | +135.4% | +130.4% |
| 6M | +224.4% | -6.0% | +230.4% | +226.7% |
| YTD | +307.0% | +3.4% | +303.6% | +302.0% |
| 1Y | +427.2% | +27.1% | +400.2% | +400.5% |
| 3Y | +40.2% | +123.8% | -83.6% | +13.5% |
| 5Y | -64.0% | +139.6% | -203.7% | -70.8% |
| All | -64.0% | +138.8% | -202.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling