-49.5%
TAP vs UEC
+765.9%
-815.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.1% | -11.3% | -1.7% |
| 7D | -7.8% | +1.5% | -9.3% | -8.0% |
| 30D | +7.1% | -17.1% | +24.2% | +8.0% |
| 3M | -7.0% | -32.3% | +25.3% | -5.4% |
| 6M | -3.8% | -49.7% | +45.9% | -1.0% |
| YTD | -11.7% | -34.8% | +23.1% | -11.3% |
| 1Y | -10.1% | -37.5% | +27.4% | -9.7% |
| 3Y | -23.7% | +37.1% | -60.8% | -29.9% |
| 5Y | +2.9% | +44.3% | -41.4% | -10.2% |
| 10Y | -49.5% | +737.4% | -786.9% | -66.0% |
| All | -49.5% | +765.9% | -815.4% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling