-10.8%
TCOM vs UEC
+908.7%
-919.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -16.8% | +1.9% | -18.8% | -17.2% |
| 3M | -16.7% | +8.9% | -25.6% | -18.1% |
| 6M | -27.1% | -14.5% | -12.6% | -27.0% |
| YTD | -45.5% | -0.7% | -44.8% | -46.9% |
| 1Y | -45.9% | -4.1% | -41.8% | -47.7% |
| 3Y | +9.8% | +148.9% | -139.2% | -9.9% |
| 5Y | +23.8% | +300.0% | -276.2% | -10.3% |
| 10Y | -10.8% | +994.3% | -1,005.1% | -46.1% |
| All | -10.8% | +908.7% | -919.5% | -46.1% |
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 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