+88.5%
TEM vs UEC
+14.1%
+74.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.5% | -2.3% |
| 7D | +7.8% | +4.9% | +2.8% | +6.2% |
| 30D | +11.2% | -17.5% | +28.7% | +19.1% |
| 3M | +39.0% | -40.1% | +79.1% | +64.8% |
| 6M | +61.6% | -56.1% | +117.8% | +107.9% |
| YTD | +28.5% | -41.8% | +70.3% | +46.4% |
| 1Y | +6.7% | -44.8% | +51.5% | +22.8% |
| All | +88.5% | +14.1% | +74.5% | +45.3% |
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 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