+683.8%
TEL vs UEC
+192.2%
+491.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +3.0% | -6.9% | +9.9% | +3.7% |
| 30D | -3.9% | +7.6% | -11.6% | -5.0% |
| 3M | -5.1% | -18.4% | +13.3% | -3.7% |
| 6M | +0.6% | -23.3% | +23.9% | +2.0% |
| YTD | -7.3% | -1.2% | -6.1% | -9.0% |
| 1Y | +1.1% | +2.3% | -1.2% | -2.1% |
| 3Y | +63.7% | +162.3% | -98.6% | +37.2% |
| 5Y | +50.7% | +287.2% | -236.6% | +14.1% |
| 10Y | +290.2% | +1,009.6% | -719.5% | +134.4% |
| All | +683.8% | +192.2% | +491.7% | +287.6% |
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