+42.0%
TMUS vs UEC
+274.7%
-232.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | -6.9% | +7.0% | +0.3% |
| 30D | +5.3% | +7.6% | -2.4% | +4.9% |
| 3M | +3.1% | -18.4% | +21.5% | +3.7% |
| 6M | -16.5% | -23.3% | +6.8% | -16.1% |
| YTD | -9.2% | -1.2% | -8.0% | -10.4% |
| 1Y | -26.5% | +2.3% | -28.8% | -28.2% |
| 3Y | +39.0% | +162.3% | -123.3% | +23.0% |
| All | +42.0% | +274.7% | -232.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling