+19.6%
TMO vs UEC
+122.3%
-102.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.2% |
| 7D | -0.6% | -9.4% | +8.8% | -0.4% |
| 30D | +1.1% | -8.0% | +9.1% | +1.3% |
| 3M | +28.3% | -1.7% | +30.0% | +28.3% |
| 6M | +23.3% | -26.1% | +49.4% | +23.7% |
| YTD | +5.5% | -10.5% | +16.0% | +5.7% |
| 1Y | +24.5% | -13.3% | +37.8% | +24.4% |
| 3Y | +19.6% | +116.4% | -96.8% | +13.0% |
| All | +19.6% | +122.3% | -102.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling