+398.9%
UTHR vs TW
+301.3%
+97.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +5.2% | +3.9% | +1.3% | +4.5% |
| 30D | +9.5% | +19.9% | -10.5% | +6.0% |
| 3M | +17.9% | +25.9% | -8.0% | +13.0% |
| 6M | +2.0% | +21.1% | -19.1% | -1.9% |
| YTD | +21.3% | +23.9% | -2.6% | +15.7% |
| 1Y | +27.9% | +21.2% | +6.6% | +22.4% |
| 3Y | +162.3% | +44.8% | +117.6% | +139.1% |
| 5Y | +190.7% | +41.4% | +149.3% | +164.1% |
| All | +398.9% | +301.3% | +97.6% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling