+299.0%
UTHR vs TCOM
-9.8%
+308.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | +1.9% | -4.9% | +6.8% | +2.4% |
| 30D | -2.9% | -14.4% | +11.5% | -1.6% |
| 3M | -8.9% | -17.7% | +8.8% | -7.5% |
| 6M | -8.7% | -25.1% | +16.4% | -6.6% |
| YTD | +2.0% | -45.7% | +47.8% | +7.0% |
| 1Y | +22.8% | -47.9% | +70.6% | +29.1% |
| 3Y | +120.6% | +8.9% | +111.7% | +112.5% |
| 5Y | +136.4% | +26.9% | +109.6% | +118.2% |
| All | +299.0% | -9.8% | +308.8% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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