-21.2%
TMF vs UEC
+1.5%
-22.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.3% |
| 7D | +1.0% | +2.6% | -1.6% | +0.8% |
| 30D | -1.8% | +5.6% | -7.4% | -2.3% |
| 3M | -8.2% | -5.7% | -2.5% | -8.6% |
| 6M | -19.5% | -8.0% | -11.5% | -19.7% |
| YTD | -16.0% | +1.8% | -17.8% | -17.0% |
| All | -21.2% | +1.5% | -22.6% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling