+1,217.8%
TMO vs UEC
+74.4%
+1,143.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +1.0% | +1.9% | -0.9% | +0.7% |
| 3M | +22.7% | +8.9% | +13.8% | +21.5% |
| 6M | +19.0% | -14.5% | +33.5% | +19.0% |
| YTD | +4.7% | -0.7% | +5.4% | +3.4% |
| 1Y | +26.0% | -4.1% | +30.1% | +23.6% |
| 3Y | +18.0% | +148.9% | -130.9% | +5.4% |
| 5Y | +8.0% | +300.0% | -292.0% | -10.2% |
| 10Y | +333.8% | +994.3% | -660.6% | +207.7% |
| All | +1,217.8% | +74.4% | +1,143.4% | +719.6% |
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