-13.4%
TMF vs UEC
-53.3%
+39.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.8% |
| 7D | +1.2% | -10.2% | +11.5% | +2.1% |
| 30D | +19.7% | -26.9% | +46.7% | +23.5% |
| 3M | -2.1% | -35.7% | +33.6% | +2.4% |
| 6M | -13.4% | -56.1% | +42.7% | -6.2% |
| All | -13.4% | -53.3% | +39.8% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling