-30.1%
TOST vs UEC
+23.6%
-53.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.5% |
| 7D | -4.7% | +4.9% | -9.6% | -5.8% |
| 30D | +8.5% | -17.5% | +26.0% | +12.0% |
| 3M | -1.6% | -40.1% | +38.6% | +7.4% |
| 6M | +44.1% | -56.1% | +100.2% | +64.4% |
| YTD | -5.6% | -41.8% | +36.2% | -2.2% |
| 1Y | -12.6% | -44.8% | +32.2% | -9.2% |
| 3Y | +137.6% | +20.6% | +117.0% | +73.8% |
| All | -30.1% | +23.6% | -53.8% | -59.7% |
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 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