+71.7%
TLT vs UEC
+73.5%
-1.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | -6.9% | +6.5% | -0.6% |
| 30D | -0.6% | +7.6% | -8.2% | -0.3% |
| 3M | -2.7% | -18.4% | +15.7% | -3.1% |
| 6M | -5.6% | -23.3% | +17.6% | -5.9% |
| YTD | -2.8% | -1.2% | -1.6% | -2.3% |
| 1Y | -1.4% | +2.3% | -3.7% | -0.6% |
| 3Y | -1.6% | +162.3% | -163.9% | +2.9% |
| 5Y | -33.8% | +287.2% | -321.1% | -28.6% |
| 10Y | -21.1% | +1,009.6% | -1,030.8% | -8.5% |
| All | +71.7% | +73.5% | -1.9% | +103.0% |
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 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