+100.4%
TKO vs UEC
+122.3%
-22.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.7% |
| 7D | +2.3% | -9.4% | +11.8% | +3.1% |
| 30D | -2.5% | -8.0% | +5.5% | -2.0% |
| 3M | -10.6% | -1.7% | -8.9% | -10.8% |
| 6M | -5.1% | -26.1% | +21.1% | -4.0% |
| YTD | -8.2% | -10.5% | +2.3% | -9.6% |
| 1Y | -4.4% | -13.3% | +8.8% | -6.4% |
| 3Y | +100.4% | +116.4% | -16.0% | +82.5% |
| All | +100.4% | +122.3% | -22.0% | +82.5% |
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