+4,842.6%
UTHR vs TCOM
+2,658.7%
+2,184.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -2.9% | -7.6% | +4.7% | -1.9% |
| 30D | -7.6% | -12.2% | +4.6% | -6.1% |
| 3M | -8.6% | -14.2% | +5.6% | -7.0% |
| 6M | +4.1% | -25.0% | +29.1% | +7.8% |
| YTD | +2.2% | -43.7% | +45.9% | +9.3% |
| 1Y | +26.2% | -44.5% | +70.7% | +35.1% |
| 3Y | +121.2% | +13.4% | +107.8% | +109.6% |
| 5Y | +136.5% | +26.5% | +110.1% | +110.8% |
| 10Y | +300.1% | -10.3% | +310.4% | +256.2% |
| All | +4,842.6% | +2,658.7% | +2,184.0% | +2,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling