+234.9%
TPR vs UEC
+21.1%
+213.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -0.3% | -3.8% | +3.5% | +0.1% |
| 30D | +15.1% | -13.5% | +28.6% | +16.6% |
| 3M | +3.5% | -40.5% | +44.0% | +9.1% |
| 6M | +0.4% | -56.7% | +57.1% | +9.1% |
| YTD | +4.6% | -43.0% | +47.6% | +7.9% |
| 1Y | +33.1% | -42.5% | +75.6% | +36.7% |
| 3Y | +396.0% | +11.6% | +384.4% | +340.4% |
| All | +234.9% | +21.1% | +213.8% | +178.6% |
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