+160.1%
TFC vs UEC
+8.7%
+151.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +7.8% | -18.1% | +25.9% | +9.4% |
| 3M | -3.0% | -36.9% | +33.9% | +0.6% |
| 6M | +5.8% | -56.1% | +61.9% | +12.4% |
| YTD | +5.3% | -38.1% | +43.4% | +7.3% |
| 1Y | +15.7% | -41.7% | +57.4% | +18.1% |
| 3Y | +94.8% | +28.2% | +66.6% | +77.2% |
| 5Y | 0.0% | +31.7% | -31.7% | -13.7% |
| 10Y | +79.0% | +685.9% | -606.9% | +19.0% |
| All | +160.1% | +8.7% | +151.3% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling