+1,213.1%
TNA vs UEC
+3,383.3%
-2,170.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +2.9% |
| 7D | -7.3% | -9.4% | +2.2% | -4.1% |
| 30D | -14.2% | -8.0% | -6.2% | -12.2% |
| 3M | -4.6% | -1.7% | -2.9% | -5.2% |
| 6M | +36.9% | -26.1% | +63.1% | +48.1% |
| YTD | +42.5% | -10.5% | +53.1% | +42.6% |
| 1Y | +45.8% | -13.3% | +59.0% | +43.5% |
| 3Y | +104.7% | +116.4% | -11.7% | +33.6% |
| 5Y | -21.7% | +225.5% | -247.2% | -58.8% |
| 10Y | +83.8% | +885.8% | -802.0% | -44.1% |
| All | +1,213.1% | +3,383.3% | -2,170.2% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling