-53.1%
TE vs UEC
+1,048.4%
-1,101.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +2.1% |
| 7D | +0.2% | -9.4% | +9.7% | +3.0% |
| 30D | -5.9% | -8.0% | +2.1% | -3.9% |
| 3M | -45.6% | -1.7% | -43.9% | -44.9% |
| 6M | -43.4% | -26.1% | -17.2% | -38.8% |
| YTD | -31.0% | -10.5% | -20.5% | -28.3% |
| 1Y | +145.2% | -13.3% | +158.5% | +154.9% |
| 3Y | -24.1% | +116.4% | -140.4% | -36.4% |
| 5Y | -48.1% | +225.5% | -273.7% | -60.0% |
| All | -53.1% | +1,048.4% | -1,101.4% | -64.3% |
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