+581.7%
TLN vs UEC
+291.2%
+290.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +7.1% | -6.9% | +14.0% | +9.0% |
| 30D | -3.9% | +7.6% | -11.5% | -6.1% |
| 3M | -16.2% | -18.4% | +2.2% | -13.1% |
| 6M | -5.8% | -23.3% | +17.5% | -2.0% |
| YTD | -15.4% | -1.2% | -14.2% | -17.6% |
| 1Y | -16.7% | +2.3% | -19.0% | -21.2% |
| 3Y | +473.8% | +162.3% | +311.5% | +355.3% |
| All | +581.7% | +291.2% | +290.5% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling