-22.2%
TAP vs UEC
+18.1%
-40.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.2% |
| 7D | +1.3% | -3.8% | +5.0% | +1.2% |
| 30D | +5.7% | -13.5% | +19.2% | +5.4% |
| 3M | -1.9% | -40.5% | +38.6% | -2.9% |
| 6M | +0.9% | -56.7% | +57.6% | -0.3% |
| YTD | -9.5% | -43.0% | +33.5% | -10.3% |
| 1Y | -9.0% | -42.5% | +33.6% | -9.8% |
| 3Y | -22.2% | +11.6% | -33.8% | -23.1% |
| All | -22.2% | +18.1% | -40.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling