+7,901.8%
UTHR vs TAP
+183.0%
+7,718.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -2.3% | -3.1% | -5.0% |
| 30D | -6.0% | -2.1% | -3.9% | -5.8% |
| 3M | -11.0% | +6.6% | -17.6% | -12.3% |
| 6M | -0.5% | -11.5% | +11.0% | +1.3% |
| YTD | +0.1% | -10.3% | +10.3% | +1.2% |
| 1Y | +28.2% | -14.4% | +42.5% | +30.6% |
| 3Y | +113.8% | -28.3% | +142.1% | +123.7% |
| 5Y | +131.3% | +1.7% | +129.6% | +123.3% |
| 10Y | +296.7% | -49.2% | +345.9% | +322.4% |
| All | +7,901.8% | +183.0% | +7,718.8% | +6,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling