+26.2%
UTHR vs TAP
-19.0%
+45.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +1.4% |
| 7D | -2.9% | -2.3% | -0.6% | -3.3% |
| 30D | -7.6% | -9.4% | +1.8% | -9.2% |
| 3M | -8.6% | -0.8% | -7.8% | -8.4% |
| 6M | +4.1% | -14.7% | +18.9% | +0.7% |
| YTD | +2.2% | -13.9% | +16.1% | -1.3% |
| 1Y | +26.2% | -18.6% | +44.8% | +26.1% |
| All | +26.2% | -19.0% | +45.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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