-69.0%
TMF vs UEC
+861.1%
-930.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | +0.4% |
| 7D | +1.2% | -10.2% | +11.5% | +0.4% |
| 30D | +19.7% | -26.9% | +46.7% | +17.0% |
| 3M | -2.1% | -35.7% | +33.6% | -5.2% |
| 6M | -13.4% | -56.1% | +42.7% | -18.4% |
| YTD | -16.7% | -40.8% | +24.0% | -18.8% |
| 1Y | -23.3% | -43.4% | +20.0% | -25.3% |
| 3Y | -24.8% | +25.4% | -50.2% | -18.1% |
| 5Y | -88.0% | +51.1% | -139.1% | -85.8% |
| 10Y | -84.7% | +695.4% | -780.1% | -74.2% |
| All | -69.0% | +861.1% | -930.1% | -38.3% |
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