+163.6%
TECK vs UEC
+73.5%
+90.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.3% | -6.9% | +6.6% | +1.6% |
| 30D | +4.6% | +7.6% | -3.0% | +2.1% |
| 3M | +2.8% | -18.4% | +21.2% | +7.4% |
| 6M | +24.9% | -23.3% | +48.2% | +31.3% |
| YTD | +44.7% | -1.2% | +45.9% | +40.8% |
| 1Y | +112.0% | +2.3% | +109.7% | +99.6% |
| 3Y | +67.6% | +162.3% | -94.7% | +12.1% |
| 5Y | +200.3% | +287.2% | -86.9% | +57.8% |
| 10Y | +358.2% | +1,009.6% | -651.4% | +37.4% |
| All | +163.6% | +73.5% | +90.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling