+9,458.3%
UTHR vs TAP
+178.5%
+9,279.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | -2.3% | -7.8% | +5.5% | -0.8% |
| 30D | +6.1% | +7.1% | -1.1% | +4.5% |
| 3M | +8.1% | -7.0% | +15.1% | +9.3% |
| 6M | +3.1% | -3.8% | +6.9% | +3.3% |
| YTD | +19.5% | -11.7% | +31.2% | +21.1% |
| 1Y | +29.7% | -10.1% | +39.9% | +30.8% |
| 3Y | +162.7% | -23.7% | +186.4% | +171.1% |
| 5Y | +192.8% | +2.9% | +189.9% | +181.4% |
| 10Y | +348.1% | -49.5% | +397.6% | +377.1% |
| All | +9,458.3% | +178.5% | +9,279.8% | +8,221.2% |
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