-46.6%
TAP vs UEC
+631.2%
-677.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | 0.0% |
| 7D | -6.3% | +4.9% | -11.3% | -6.6% |
| 30D | +2.7% | -17.5% | +20.2% | +3.5% |
| 3M | -3.7% | -40.1% | +36.4% | -1.4% |
| 6M | -2.0% | -56.1% | +54.1% | +1.6% |
| YTD | -12.3% | -41.8% | +29.4% | -11.4% |
| 1Y | -10.1% | -44.8% | +34.7% | -9.1% |
| 3Y | -25.3% | +20.6% | -45.8% | -30.9% |
| 5Y | -1.9% | +24.3% | -26.3% | -13.7% |
| All | -46.6% | +631.2% | -677.8% | -64.5% |
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