+628.3%
TLN vs UEC
+134.6%
+493.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +5.3% |
| 7D | -1.3% | -10.2% | +8.9% | +1.6% |
| 30D | -10.5% | -26.9% | +16.4% | -3.0% |
| 3M | +0.1% | -35.7% | +35.8% | +11.3% |
| 6M | -17.4% | -56.1% | +38.7% | -0.5% |
| YTD | -9.7% | -40.8% | +31.1% | +0.1% |
| 1Y | -12.3% | -43.4% | +31.1% | -2.3% |
| 3Y | +528.3% | +25.4% | +502.9% | +468.6% |
| All | +628.3% | +134.6% | +493.7% | +545.9% |
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