+76.5%
TNA vs UEC
+885.8%
-809.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +3.3% |
| 7D | -7.3% | -9.4% | +2.2% | -3.4% |
| 30D | -14.2% | -8.0% | -6.2% | -11.8% |
| 3M | -4.6% | -1.7% | -2.9% | -5.4% |
| 6M | +36.9% | -26.1% | +63.1% | +49.8% |
| YTD | +42.5% | -10.5% | +53.1% | +41.5% |
| 1Y | +45.8% | -13.3% | +59.0% | +41.4% |
| 3Y | +104.7% | +116.4% | -11.7% | +17.3% |
| 5Y | -21.7% | +225.5% | -247.2% | -66.7% |
| All | +76.5% | +885.8% | -809.3% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling