+141.0%
UTHR vs TCOM
+23.1%
+118.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.9% |
| 7D | +3.0% | -10.2% | +13.2% | +3.6% |
| 30D | -4.3% | -16.8% | +12.5% | -3.4% |
| 3M | -8.4% | -16.7% | +8.3% | -7.6% |
| 6M | -4.2% | -27.1% | +22.9% | -2.8% |
| YTD | +4.0% | -45.5% | +49.5% | +6.8% |
| 1Y | +25.5% | -45.9% | +71.4% | +28.9% |
| 3Y | +125.1% | +9.8% | +115.4% | +120.1% |
| All | +141.0% | +23.1% | +118.0% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling