+236.1%
T vs UEC
+73.5%
+162.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | -6.9% | +5.7% | -1.0% |
| 30D | +11.4% | +7.6% | +3.7% | +10.9% |
| 3M | +14.3% | -18.4% | +32.7% | +14.9% |
| 6M | -9.3% | -23.3% | +14.0% | -8.9% |
| YTD | +7.1% | -1.2% | +8.3% | +5.8% |
| 1Y | -9.1% | +2.3% | -11.4% | -10.8% |
| 3Y | +105.3% | +162.3% | -56.9% | +87.6% |
| 5Y | +66.8% | +287.2% | -220.4% | +44.5% |
| 10Y | +66.8% | +1,009.6% | -942.8% | +27.6% |
| All | +236.1% | +73.5% | +162.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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