+5.2%
TLN vs UEC
-46.0%
+51.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.1% | +4.1% |
| 7D | +22.3% | +4.9% | +17.3% | +20.1% |
| 30D | +1.2% | -17.5% | +18.7% | +7.5% |
| 3M | +5.9% | -40.1% | +46.1% | +23.4% |
| 6M | +3.2% | -56.1% | +59.4% | +29.6% |
| YTD | +3.2% | -41.8% | +44.9% | +16.1% |
| 1Y | +5.2% | -44.8% | +50.0% | +19.5% |
| All | +5.2% | -46.0% | +51.2% | +19.5% |
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 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