+600.6%
TLN vs UEC
+303.1%
+297.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | +2.0% |
| 7D | +10.9% | +2.6% | +8.3% | +10.2% |
| 30D | -6.3% | +5.6% | -11.9% | -8.0% |
| 3M | -10.7% | -5.7% | -5.0% | -10.6% |
| 6M | +1.6% | -8.0% | +9.7% | +1.5% |
| YTD | -13.1% | +1.8% | -14.9% | -16.0% |
| 1Y | -15.1% | +0.6% | -15.6% | -19.3% |
| 3Y | +495.0% | +155.2% | +339.9% | +368.8% |
| All | +600.6% | +303.1% | +297.5% | +442.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling