-12.6%
TLT vs UEC
+616.1%
-628.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.5% |
| 7D | -3.1% | -3.8% | +0.7% | -3.2% |
| 30D | +1.0% | -13.5% | +14.6% | +0.8% |
| 3M | -2.7% | -40.5% | +37.8% | -3.7% |
| 6M | -4.1% | -56.7% | +52.5% | -5.6% |
| YTD | -5.4% | -43.0% | +37.6% | -5.9% |
| 1Y | -7.0% | -42.5% | +35.5% | -7.5% |
| 3Y | +2.8% | +11.6% | -8.7% | +5.5% |
| 5Y | -35.4% | +21.8% | -57.1% | -32.0% |
| All | -12.6% | +616.1% | -628.7% | +4.0% |
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 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