+162.8%
TXT vs UTHR
+8,724.6%
-8,561.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -0.8% | -2.1% | +1.3% | -0.5% |
| 30D | +13.4% | +8.3% | +5.1% | +12.0% |
| 3M | -2.5% | +15.5% | -18.1% | -5.0% |
| 6M | -6.2% | +4.5% | -10.7% | -7.2% |
| YTD | -1.3% | +22.2% | -23.6% | -5.3% |
| 1Y | +4.3% | +29.7% | -25.4% | -0.8% |
| 3Y | +13.2% | +167.3% | -154.1% | -6.1% |
| 5Y | +12.4% | +196.5% | -184.1% | -9.3% |
| 10Y | +94.8% | +369.0% | -274.2% | +42.4% |
| All | +162.8% | +8,724.6% | -8,561.8% | +59.8% |
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