-44.5%
TOST vs UEC
+116.9%
-161.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -2.7% |
| 7D | +9.4% | -10.2% | +19.7% | +11.4% |
| 30D | +13.5% | -26.9% | +40.4% | +19.9% |
| 3M | -0.1% | -35.7% | +35.5% | +7.4% |
| 6M | +22.5% | -56.1% | +78.6% | +39.5% |
| YTD | -2.4% | -40.8% | +38.4% | +0.9% |
| 1Y | -4.7% | -43.4% | +38.7% | -1.4% |
| 3Y | +103.2% | +25.4% | +77.9% | +49.8% |
| 5Y | -41.2% | +51.1% | -92.3% | -66.8% |
| All | -44.5% | +116.9% | -161.5% | -69.9% |
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