-0.5%
TENB vs UEC
+578.6%
-579.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.8% | -5.2% |
| 7D | -12.1% | -9.4% | -2.6% | -10.7% |
| 30D | -18.6% | -8.0% | -10.6% | -17.8% |
| 3M | +12.1% | -1.7% | +13.8% | +11.8% |
| 6M | +46.8% | -26.1% | +73.0% | +50.2% |
| YTD | +28.0% | -10.5% | +38.5% | +25.2% |
| 1Y | -1.4% | -13.3% | +11.9% | -4.7% |
| 3Y | -33.9% | +116.4% | -150.3% | -49.1% |
| 5Y | -34.6% | +225.5% | -260.2% | -56.6% |
| All | -0.5% | +578.6% | -579.0% | -52.4% |
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 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