+140.3%
UTHR vs TW
+20.0%
+120.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | -4.3% | -0.6% | -3.7% | -4.3% |
| 3M | -8.4% | +3.4% | -11.8% | -9.0% |
| 6M | -4.2% | -18.4% | +14.2% | -1.7% |
| YTD | +4.0% | -3.9% | +7.9% | +4.0% |
| 1Y | +25.5% | -13.3% | +38.8% | +27.5% |
| 3Y | +125.1% | +20.8% | +104.3% | +115.7% |
| 5Y | +140.3% | +20.3% | +120.0% | +138.4% |
| All | +140.3% | +20.0% | +120.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling