+676.7%
TLN vs UEC
+143.1%
+533.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.0% |
| 7D | +1.1% | -5.2% | +6.3% | +2.5% |
| 30D | -4.6% | -22.0% | +17.4% | +1.5% |
| 3M | +5.2% | -37.0% | +42.2% | +17.6% |
| 6M | -6.5% | -52.7% | +46.2% | +10.5% |
| YTD | -3.6% | -38.6% | +35.0% | +5.7% |
| 1Y | -8.2% | -44.6% | +36.3% | +2.4% |
| 3Y | +559.7% | +27.1% | +532.6% | +491.4% |
| All | +676.7% | +143.1% | +533.7% | +582.2% |
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