+41.0%
TDY vs UEC
+198.6%
-157.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.8% |
| 7D | -1.1% | -9.4% | +8.3% | -0.1% |
| 30D | -12.0% | -8.0% | -4.0% | -11.5% |
| 3M | -3.2% | -1.7% | -1.5% | -3.6% |
| 6M | -7.9% | -26.1% | +18.3% | -6.1% |
| YTD | +18.2% | -10.5% | +28.8% | +17.8% |
| 1Y | +6.7% | -13.3% | +19.9% | +5.6% |
| 3Y | +47.5% | +116.4% | -68.8% | +27.3% |
| All | +41.0% | +198.6% | -157.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling