+38.1%
TAP vs UEC
+73.5%
-35.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -2.3% | -6.9% | +4.6% | -2.0% |
| 30D | -2.1% | +7.6% | -9.8% | -2.6% |
| 3M | +6.6% | -18.4% | +25.0% | +7.2% |
| 6M | -11.5% | -23.3% | +11.8% | -11.1% |
| YTD | -10.3% | -1.2% | -9.1% | -11.4% |
| 1Y | -14.4% | +2.3% | -16.7% | -16.2% |
| 3Y | -28.3% | +162.3% | -190.6% | -35.0% |
| 5Y | +1.7% | +287.2% | -285.5% | -13.1% |
| 10Y | -49.2% | +1,009.6% | -1,058.8% | -62.0% |
| All | +38.1% | +73.5% | -35.4% | -6.7% |
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