+379.1%
TPR vs UEC
+704.7%
-325.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -2.1% |
| 7D | +14.2% | -10.2% | +24.4% | +15.8% |
| 30D | +17.1% | -26.9% | +44.0% | +22.4% |
| 3M | -17.7% | -35.7% | +18.0% | -12.8% |
| 6M | -10.2% | -56.1% | +45.9% | -0.2% |
| YTD | +4.9% | -40.8% | +45.7% | +8.9% |
| 1Y | +36.1% | -43.4% | +79.5% | +41.7% |
| 3Y | +416.5% | +25.4% | +391.1% | +336.7% |
| 5Y | +254.8% | +51.1% | +203.7% | +162.6% |
| All | +379.1% | +704.7% | -325.5% | +121.0% |
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