+319.5%
UTHR vs TW
+206.7%
+112.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.9% | -4.5% | +6.4% | +2.8% |
| 30D | -2.9% | -2.3% | -0.6% | -2.5% |
| 3M | -8.9% | +2.6% | -11.5% | -9.7% |
| 6M | -8.7% | -17.5% | +8.8% | -5.9% |
| YTD | +2.0% | -5.3% | +7.3% | +2.2% |
| 1Y | +22.8% | -14.8% | +37.6% | +25.4% |
| 3Y | +120.6% | +18.8% | +101.8% | +107.7% |
| 5Y | +136.4% | +20.7% | +115.7% | +119.3% |
| All | +319.5% | +206.7% | +112.8% | +233.7% |
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