+345.4%
TECK vs UEC
+939.6%
-594.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -4.9% |
| 7D | -4.2% | -4.3% | 0.0% | -3.0% |
| 30D | -0.4% | -3.8% | +3.5% | +0.4% |
| 3M | +10.1% | +17.0% | -6.8% | +5.0% |
| 6M | +26.0% | -23.9% | +49.9% | +32.9% |
| YTD | +38.0% | -5.7% | +43.7% | +36.2% |
| 1Y | +63.8% | -12.5% | +76.3% | +61.2% |
| 3Y | +68.5% | +136.5% | -68.0% | +16.4% |
| 5Y | +179.2% | +243.3% | -64.1% | +52.7% |
| All | +345.4% | +939.6% | -594.2% | +55.8% |
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