+162.3%
UTHR vs TCOM
+26.7%
+135.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.4% |
| 7D | +5.2% | -1.8% | +7.0% | +5.3% |
| 30D | +9.5% | +12.1% | -2.6% | +8.9% |
| 3M | +17.9% | -3.2% | +21.1% | +18.0% |
| 6M | +2.0% | -16.6% | +18.6% | +2.6% |
| YTD | +21.3% | -39.4% | +60.7% | +22.8% |
| 1Y | +27.9% | -41.5% | +69.4% | +29.5% |
| 3Y | +162.3% | +24.4% | +138.0% | +155.9% |
| All | +162.3% | +26.7% | +135.7% | +155.9% |
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