+69.0%
TPG vs UEC
+189.5%
-120.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.5% |
| 7D | -9.4% | -9.4% | 0.0% | -7.9% |
| 30D | -5.3% | -8.0% | +2.8% | -4.3% |
| 3M | +12.9% | -1.7% | +14.6% | +12.4% |
| 6M | +20.1% | -26.1% | +46.2% | +23.2% |
| YTD | -22.5% | -10.5% | -12.0% | -24.3% |
| 1Y | -19.7% | -13.3% | -6.4% | -22.8% |
| 3Y | +81.2% | +116.4% | -35.2% | +35.9% |
| All | +69.0% | +189.5% | -120.5% | +12.7% |
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