+52.2%
TEM vs UEC
+94.6%
-42.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.2% | -3.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +11.3% | +1.9% | +9.4% | +11.0% |
| 3M | +25.5% | +8.9% | +16.6% | +21.5% |
| 6M | +17.1% | -14.5% | +31.6% | +19.5% |
| YTD | +3.8% | -0.7% | +4.5% | -0.7% |
| 1Y | -24.4% | -4.1% | -20.3% | -29.7% |
| All | +52.2% | +94.6% | -42.4% | -1.4% |
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