+294.4%
TD vs UEC
+616.1%
-321.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.2% |
| 7D | +1.1% | -3.8% | +4.9% | +1.4% |
| 30D | +5.2% | -13.5% | +18.7% | +6.5% |
| 3M | +1.2% | -40.5% | +41.7% | +5.9% |
| 6M | +17.7% | -56.7% | +74.4% | +26.2% |
| YTD | +34.2% | -43.0% | +77.2% | +38.4% |
| 1Y | +55.4% | -42.5% | +98.0% | +59.5% |
| 3Y | +130.4% | +11.6% | +118.8% | +109.7% |
| 5Y | +101.8% | +21.8% | +80.0% | +70.8% |
| All | +294.4% | +616.1% | -321.7% | +126.1% |
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