-23.6%
TMUS vs UEC
+5.5%
-29.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.3% |
| 7D | -0.3% | +2.6% | -2.8% | -0.1% |
| 30D | +3.1% | +5.6% | -2.5% | +3.6% |
| 3M | +2.4% | -5.7% | +8.1% | +2.8% |
| 6M | -17.1% | -8.0% | -9.0% | -16.4% |
| YTD | -9.1% | +1.8% | -10.9% | -8.9% |
| 1Y | -23.6% | +0.6% | -24.2% | -23.4% |
| All | -23.6% | +5.5% | -29.1% | -23.4% |
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