+52.1%
TEL vs UEC
+293.2%
-241.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -4.1% | +1.9% | -6.0% | -4.6% |
| 3M | -2.6% | +8.9% | -11.5% | -4.2% |
| 6M | 0.0% | -14.5% | +14.5% | +0.2% |
| YTD | -9.1% | -0.7% | -8.4% | -11.1% |
| 1Y | -0.8% | -4.1% | +3.2% | -3.7% |
| 3Y | +67.4% | +148.9% | -81.6% | +37.2% |
| All | +52.1% | +293.2% | -241.1% | +15.0% |
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