+299.4%
TPR vs UEC
+157.0%
+142.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.3% | -6.9% | +4.6% | -1.6% |
| 30D | -23.0% | +7.6% | -30.6% | -23.8% |
| 3M | -12.5% | -18.4% | +5.9% | -11.5% |
| 6M | -21.4% | -23.3% | +1.8% | -20.6% |
| YTD | -3.5% | -1.2% | -2.3% | -5.8% |
| 1Y | +17.4% | +2.3% | +15.0% | +13.4% |
| All | +299.4% | +157.0% | +142.4% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling