+43.1%
TJX vs UEC
+122.3%
-79.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.3% |
| 7D | -4.6% | -9.4% | +4.9% | -4.6% |
| 30D | -17.2% | -8.0% | -9.2% | -17.2% |
| 3M | -24.9% | -1.7% | -23.2% | -24.9% |
| 6M | -19.7% | -26.1% | +6.5% | -19.6% |
| YTD | -17.2% | -10.5% | -6.7% | -17.6% |
| 1Y | -9.4% | -13.3% | +3.9% | -9.9% |
| 3Y | +43.1% | +116.4% | -73.3% | +33.0% |
| All | +43.1% | +122.3% | -79.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling