+144.6%
TOST vs UEC
+27.4%
+117.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | +3.0% | -5.2% | +8.1% | +3.2% |
| 30D | +10.3% | -22.0% | +32.2% | +12.2% |
| 3M | -3.3% | -37.0% | +33.7% | -0.2% |
| 6M | +37.8% | -52.7% | +90.5% | +44.7% |
| YTD | -2.8% | -38.6% | +35.8% | -1.8% |
| 1Y | -9.6% | -44.6% | +35.0% | -8.0% |
| 3Y | +144.6% | +27.1% | +117.5% | +122.2% |
| All | +144.6% | +27.4% | +117.3% | +122.2% |
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