-16.7%
TLN vs UEC
-1.0%
-15.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +7.1% | -6.9% | +14.0% | +9.1% |
| 30D | -3.9% | +7.6% | -11.5% | -6.4% |
| 3M | -16.2% | -18.4% | +2.2% | -13.1% |
| 6M | -5.8% | -23.3% | +17.5% | -2.6% |
| YTD | -15.4% | -1.2% | -14.2% | -16.7% |
| 1Y | -16.7% | +2.3% | -19.0% | -16.7% |
| All | -16.7% | -1.0% | -15.6% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling