+7.8%
TCOM vs UEC
+616.1%
-608.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.1% |
| 7D | -1.8% | -3.8% | +2.0% | -1.5% |
| 30D | +12.1% | -13.5% | +25.6% | +13.4% |
| 3M | -3.2% | -40.5% | +37.3% | +1.5% |
| 6M | -16.6% | -56.7% | +40.0% | -10.4% |
| YTD | -39.4% | -43.0% | +3.6% | -37.7% |
| 1Y | -41.5% | -42.5% | +1.0% | -40.2% |
| 3Y | +24.4% | +11.6% | +12.8% | +11.3% |
| 5Y | +41.6% | +21.8% | +19.8% | +17.5% |
| All | +7.8% | +616.1% | -608.3% | -32.2% |
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