+141.7%
TXT vs UTHR
+7,123.9%
-6,982.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -4.8% | -5.4% | +0.6% | -4.0% |
| 30D | -10.6% | -6.0% | -4.6% | -9.8% |
| 3M | -13.2% | -11.0% | -2.2% | -11.7% |
| 6M | -20.3% | -0.5% | -19.8% | -20.6% |
| YTD | -9.3% | +0.1% | -9.3% | -9.9% |
| 1Y | -2.7% | +28.2% | -30.9% | -7.3% |
| 3Y | +1.4% | +113.8% | -112.4% | -12.8% |
| 5Y | +9.6% | +131.3% | -121.8% | -7.9% |
| 10Y | +94.9% | +296.7% | -201.8% | +46.6% |
| All | +141.7% | +7,123.9% | -6,982.1% | +52.1% |
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 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