+162.3%
UTHR vs TW
+44.1%
+118.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | +5.2% | +3.9% | +1.3% | +4.8% |
| 30D | +9.5% | +19.9% | -10.5% | +7.8% |
| 3M | +17.9% | +25.9% | -8.0% | +15.6% |
| 6M | +2.0% | +21.1% | -19.1% | +0.4% |
| YTD | +21.3% | +23.9% | -2.6% | +18.9% |
| 1Y | +27.9% | +21.2% | +6.6% | +25.6% |
| 3Y | +162.3% | +44.8% | +117.6% | +165.9% |
| All | +162.3% | +44.1% | +118.3% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling