+203.6%
TGT vs UEC
+885.8%
-682.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.2% | +0.5% |
| 7D | -5.2% | -9.4% | +4.2% | -4.4% |
| 30D | +1.2% | -8.0% | +9.2% | +1.8% |
| 3M | +18.4% | -1.7% | +20.1% | +18.1% |
| 6M | +33.4% | -26.1% | +59.6% | +35.1% |
| YTD | +63.8% | -10.5% | +74.3% | +61.5% |
| 1Y | +77.2% | -13.3% | +90.4% | +73.2% |
| 3Y | +41.8% | +116.4% | -74.6% | +21.4% |
| 5Y | -25.5% | +225.5% | -251.1% | -41.6% |
| All | +203.6% | +885.8% | -682.3% | +91.0% |
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