+87.8%
TXT vs UTHR
+364.7%
-276.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.1% | +5.2% | -5.1% | -1.0% |
| 30D | +13.3% | +9.5% | +3.9% | +11.0% |
| 3M | -5.0% | +17.9% | -22.9% | -8.9% |
| 6M | -8.4% | +2.0% | -10.4% | -9.3% |
| YTD | -4.0% | +21.3% | -25.3% | -9.6% |
| 1Y | +2.8% | +27.9% | -25.1% | -4.5% |
| 3Y | +10.3% | +162.3% | -152.1% | -19.8% |
| 5Y | +9.2% | +190.7% | -181.6% | -25.3% |
| All | +87.8% | +364.7% | -276.9% | -1.1% |
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 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