+123.6%
UTHR vs TCOM
+7.1%
+116.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +2.8% | -6.5% | +9.3% | +3.0% |
| 30D | -2.3% | -16.2% | +14.0% | -1.6% |
| 3M | -7.4% | -19.3% | +11.9% | -6.7% |
| 6M | -6.0% | -27.2% | +21.3% | -4.9% |
| YTD | +3.4% | -46.2% | +49.6% | +5.2% |
| 1Y | +27.1% | -46.6% | +73.7% | +29.3% |
| All | +123.6% | +7.1% | +116.5% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling