+119.0%
UTHR vs TAP
-27.5%
+146.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -2.3% | -3.1% | -5.3% |
| 30D | -6.0% | -2.1% | -3.9% | -6.0% |
| 3M | -11.0% | +6.6% | -17.6% | -11.2% |
| 6M | -0.5% | -11.5% | +11.0% | +0.1% |
| YTD | +0.1% | -10.3% | +10.3% | +0.1% |
| 1Y | +28.2% | -14.4% | +42.5% | +29.2% |
| All | +119.0% | -27.5% | +146.5% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling