+95.3%
TFC vs UEC
+939.6%
-844.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | -2.8% | -3.8% | +1.0% | -2.7% |
| 3M | +2.1% | +17.0% | -14.8% | -0.7% |
| 6M | +10.1% | -23.9% | +34.0% | +11.6% |
| YTD | +5.4% | -5.7% | +11.1% | +3.1% |
| 1Y | +16.3% | -12.5% | +28.9% | +13.1% |
| 3Y | +95.9% | +136.5% | -40.6% | +57.2% |
| 5Y | +16.0% | +243.3% | -227.3% | -19.2% |
| All | +95.3% | +939.6% | -844.3% | -8.2% |
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