+5.5%
TXT vs UTHR
+123.2%
-117.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -11.1% | -7.6% | -3.5% | -10.4% |
| 3M | -13.0% | -8.6% | -4.4% | -12.3% |
| 6M | -16.2% | +4.1% | -20.3% | -16.6% |
| YTD | -8.7% | +2.2% | -10.9% | -9.2% |
| 1Y | -3.8% | +26.2% | -30.0% | -6.6% |
| 3Y | +5.5% | +121.2% | -115.7% | -7.9% |
| All | +5.5% | +123.2% | -117.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling