+59.7%
TEM vs UEC
+99.5%
-39.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.6% |
| 7D | +3.2% | +2.6% | +0.7% | +2.3% |
| 30D | +23.5% | +5.6% | +17.9% | +21.6% |
| 3M | +32.3% | -5.7% | +38.0% | +33.4% |
| 6M | +23.0% | -8.0% | +31.1% | +22.3% |
| YTD | +8.9% | +1.8% | +7.1% | +3.2% |
| 1Y | -19.9% | +0.6% | -20.5% | -26.9% |
| All | +59.7% | +99.5% | -39.8% | +2.5% |
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