-29.5%
TOST vs UEC
+39.8%
-69.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -3.6% | +0.6% | -4.1% | -4.0% |
| 30D | +8.9% | -18.1% | +27.0% | +12.5% |
| 3M | -2.2% | -36.9% | +34.7% | +5.6% |
| 6M | +41.0% | -56.1% | +97.1% | +61.0% |
| YTD | -4.0% | -38.1% | +34.1% | -1.7% |
| 1Y | -9.6% | -41.7% | +32.1% | -7.0% |
| 3Y | +141.7% | +28.2% | +113.5% | +74.8% |
| 5Y | -29.5% | +31.7% | -61.2% | -59.2% |
| All | -29.5% | +39.8% | -69.3% | -59.2% |
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 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