+98.5%
TXT vs UTHR
+319.3%
-220.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -10.2% | -2.3% | -8.0% | -9.8% |
| 3M | -13.3% | -7.4% | -5.9% | -11.8% |
| 6M | -14.4% | -6.0% | -8.4% | -13.5% |
| YTD | -9.1% | +3.4% | -12.5% | -10.9% |
| 1Y | -2.2% | +27.1% | -29.2% | -9.2% |
| 3Y | +5.1% | +123.8% | -118.7% | -20.4% |
| 5Y | +12.8% | +139.6% | -126.8% | -18.7% |
| All | +98.5% | +319.3% | -220.8% | +5.5% |
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