+15.6%
TMUS vs UEC
+19.3%
-3.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +1.1% |
| 7D | +3.6% | -10.2% | +13.8% | +3.2% |
| 30D | -3.4% | -26.9% | +23.6% | -4.1% |
| 3M | -9.5% | -35.7% | +26.2% | -10.4% |
| 6M | -15.2% | -56.1% | +40.9% | -16.3% |
| YTD | -18.9% | -40.8% | +21.8% | -20.1% |
| 1Y | -17.7% | -43.4% | +25.7% | -18.9% |
| 3Y | +15.6% | +25.4% | -9.7% | +11.8% |
| All | +15.6% | +19.3% | -3.7% | +11.8% |
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