+75.7%
TFC vs UEC
+616.1%
-540.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +2.3% | -3.8% | +6.0% | +2.6% |
| 30D | +10.8% | -13.5% | +24.3% | +12.4% |
| 3M | -3.8% | -40.5% | +36.7% | +1.6% |
| 6M | +9.6% | -56.7% | +66.2% | +18.9% |
| YTD | +5.8% | -43.0% | +48.8% | +9.3% |
| 1Y | +16.2% | -42.5% | +58.7% | +19.3% |
| 3Y | +96.0% | +11.6% | +84.4% | +72.9% |
| 5Y | +1.7% | +21.8% | -20.1% | -18.1% |
| All | +75.7% | +616.1% | -540.5% | -10.3% |
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