-68.7%
TMF vs UEC
+1,502.8%
-1,571.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | -6.9% | +5.5% | -2.0% |
| 30D | -2.8% | +7.6% | -10.5% | -2.1% |
| 3M | -10.9% | -18.4% | +7.5% | -12.0% |
| 6M | -21.3% | -23.3% | +2.0% | -22.4% |
| YTD | -15.9% | -1.2% | -14.7% | -14.7% |
| 1Y | -15.7% | +2.3% | -18.0% | -13.6% |
| 3Y | -43.4% | +162.3% | -205.6% | -34.2% |
| 5Y | -87.8% | +287.2% | -375.0% | -84.1% |
| 10Y | -86.7% | +1,009.6% | -1,096.4% | -77.2% |
| All | -68.7% | +1,502.8% | -1,571.4% | -35.2% |
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 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