+192.8%
TER vs UEC
+37.5%
+155.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.1% | +2.6% | +9.5% |
| 7D | -5.8% | +1.5% | -7.2% | -5.8% |
| 30D | -38.9% | -17.1% | -21.8% | -35.2% |
| 3M | -35.1% | -32.3% | -2.8% | -27.7% |
| 6M | -31.6% | -49.7% | +18.2% | -18.1% |
| YTD | +27.2% | -34.8% | +62.0% | +43.4% |
| 1Y | +35.2% | -37.5% | +72.8% | +53.1% |
| 3Y | +192.8% | +37.1% | +155.7% | +162.9% |
| All | +192.8% | +37.5% | +155.3% | +162.9% |
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