+5.9%
TXT vs UTHR
+31.0%
-25.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | -1.1% | -2.1% | +1.1% | -1.0% |
| 30D | +17.1% | +7.2% | +9.9% | +16.8% |
| 3M | -2.6% | +11.1% | -13.8% | -2.7% |
| 6M | -4.6% | +4.2% | -8.7% | -4.5% |
| YTD | -0.3% | +20.8% | -21.1% | 0.0% |
| 1Y | +5.9% | +29.7% | -23.8% | +6.1% |
| All | +5.9% | +31.0% | -25.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling