+180.8%
TYL vs UTHR
+349.3%
-168.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +4.3% | -2.1% | +6.4% | +4.5% |
| 30D | +28.0% | +7.2% | +20.8% | +26.8% |
| 3M | +32.3% | +11.1% | +21.2% | +30.4% |
| 6M | +29.9% | +4.2% | +25.7% | +28.9% |
| YTD | -7.1% | +20.8% | -27.9% | -10.0% |
| 1Y | -9.2% | +29.7% | -38.9% | -12.9% |
| 3Y | +0.7% | +164.1% | -163.4% | -15.6% |
| 5Y | -21.1% | +190.7% | -211.7% | -36.2% |
| 10Y | +180.8% | +355.4% | -174.6% | +100.8% |
| All | +180.8% | +349.3% | -168.5% | +100.8% |
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 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