-21.2%
TMUS vs UEC
-46.3%
+25.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +2.6% |
| 7D | +7.5% | -13.8% | +21.3% | +6.1% |
| 30D | -3.3% | -23.1% | +19.8% | -5.4% |
| 3M | -9.7% | -31.5% | +21.9% | -12.3% |
| 6M | -17.2% | -51.5% | +34.3% | -20.8% |
| YTD | -20.3% | -38.4% | +18.1% | -23.1% |
| 1Y | -21.2% | -44.7% | +23.5% | -23.7% |
| All | -21.2% | -46.3% | +25.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling