+989.1%
TKO vs UEC
+885.8%
+103.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.8% |
| 7D | +2.3% | -9.4% | +11.8% | +3.3% |
| 30D | -2.5% | -8.0% | +5.5% | -1.9% |
| 3M | -10.6% | -1.7% | -8.9% | -10.9% |
| 6M | -5.1% | -26.1% | +21.1% | -3.7% |
| YTD | -8.2% | -10.5% | +2.3% | -9.4% |
| 1Y | -4.4% | -13.3% | +8.8% | -6.2% |
| 3Y | +100.4% | +116.4% | -16.0% | +72.8% |
| 5Y | +294.3% | +225.5% | +68.8% | +203.6% |
| All | +989.1% | +885.8% | +103.3% | +531.3% |
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