+72.5%
TECK vs UEC
+146.8%
-74.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.6% |
| 7D | +4.9% | -0.2% | +5.0% | +4.9% |
| 30D | +5.2% | +1.9% | +3.3% | +4.2% |
| 3M | +13.8% | +8.9% | +4.9% | +10.2% |
| 6M | +38.5% | -14.5% | +52.9% | +41.1% |
| YTD | +47.3% | -0.7% | +48.0% | +44.2% |
| 1Y | +81.0% | -4.1% | +85.0% | +75.2% |
| All | +72.5% | +146.8% | -74.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling