+37.5%
TAP vs UEC
+4.1%
+33.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -4.8% |
| 7D | +0.5% | -10.2% | +10.8% | +1.0% |
| 30D | +9.1% | -26.9% | +36.1% | +10.6% |
| 3M | -3.8% | -35.7% | +31.9% | -2.0% |
| 6M | -3.4% | -56.1% | +52.7% | -0.3% |
| YTD | -10.6% | -40.8% | +30.1% | -9.7% |
| 1Y | -4.4% | -43.4% | +39.0% | -3.4% |
| 3Y | -24.4% | +25.4% | -49.7% | -28.8% |
| 5Y | +2.1% | +51.1% | -49.0% | -8.1% |
| 10Y | -48.7% | +695.4% | -744.1% | -61.1% |
| All | +37.5% | +4.1% | +33.5% | -5.0% |
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 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