-44.5%
TOST vs UEC
+108.8%
-153.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.9% |
| 7D | 0.0% | -3.8% | +3.8% | +0.6% |
| 30D | +16.2% | -13.5% | +29.7% | +18.7% |
| 3M | -1.5% | -40.5% | +38.9% | +7.3% |
| 6M | +55.3% | -56.7% | +112.0% | +77.0% |
| YTD | -2.3% | -43.0% | +40.6% | +1.5% |
| 1Y | -5.5% | -42.5% | +37.0% | -2.9% |
| 3Y | +151.1% | +11.6% | +139.6% | +90.8% |
| 5Y | -27.9% | +21.8% | -49.7% | -58.5% |
| All | -44.5% | +108.8% | -153.3% | -69.7% |
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