+24.4%
TXG vs UTHR
+499.8%
-475.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.2% |
| 7D | +9.4% | -2.9% | +12.2% | +10.0% |
| 30D | +26.1% | -7.6% | +33.7% | +28.1% |
| 3M | +124.8% | -8.6% | +133.4% | +128.8% |
| 6M | +215.2% | +4.1% | +211.1% | +210.8% |
| YTD | +302.2% | +2.2% | +300.0% | +296.5% |
| 1Y | +370.9% | +26.2% | +344.7% | +339.3% |
| 3Y | +38.5% | +121.2% | -82.7% | +5.7% |
| 5Y | -64.4% | +136.5% | -200.9% | -73.9% |
| All | +24.4% | +499.8% | -475.5% | -36.2% |
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