-19.8%
TLT vs UEC
+908.7%
-928.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | 0.0% | +1.9% | -2.0% | +0.1% |
| 3M | -2.9% | +8.9% | -11.8% | -2.6% |
| 6M | -6.3% | -14.5% | +8.2% | -6.3% |
| YTD | -3.3% | -0.7% | -2.7% | -2.9% |
| 1Y | -4.2% | -4.1% | -0.2% | -3.6% |
| 3Y | -1.7% | +148.9% | -150.6% | +2.9% |
| 5Y | -34.9% | +300.0% | -334.9% | -29.0% |
| 10Y | -19.8% | +994.3% | -1,014.1% | -2.1% |
| All | -19.8% | +908.7% | -928.5% | -2.1% |
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