+167.3%
TFC vs UEC
+73.5%
+93.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.4% | -6.9% | +9.4% | +3.1% |
| 30D | -1.3% | +7.6% | -9.0% | -2.2% |
| 3M | +6.1% | -18.4% | +24.5% | +7.1% |
| 6M | +7.3% | -23.3% | +30.6% | +8.4% |
| YTD | +8.2% | -1.2% | +9.4% | +6.1% |
| 1Y | +14.4% | +2.3% | +12.1% | +10.6% |
| 3Y | +93.7% | +162.3% | -68.6% | +65.2% |
| 5Y | +16.4% | +287.2% | -270.9% | -9.2% |
| 10Y | +101.6% | +1,009.6% | -908.1% | +29.8% |
| All | +167.3% | +73.5% | +93.7% | +50.4% |
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 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