+5,767.7%
UTHR vs TCOM
+2,868.4%
+2,899.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | +5.2% | -1.8% | +7.0% | +5.4% |
| 30D | +9.5% | +12.1% | -2.6% | +7.8% |
| 3M | +17.9% | -3.2% | +21.1% | +18.3% |
| 6M | +2.0% | -16.6% | +18.6% | +4.1% |
| YTD | +21.3% | -39.4% | +60.7% | +28.4% |
| 1Y | +27.9% | -41.5% | +69.4% | +36.0% |
| 3Y | +162.3% | +24.4% | +138.0% | +145.7% |
| 5Y | +190.7% | +41.6% | +149.2% | +155.3% |
| 10Y | +365.5% | +6.5% | +358.9% | +304.5% |
| All | +5,767.7% | +2,868.4% | +2,899.2% | +2,946.6% |
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 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