+270.7%
TPR vs UEC
+73.5%
+197.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.3% | -6.9% | +4.6% | -1.4% |
| 30D | -23.0% | +7.6% | -30.6% | -23.9% |
| 3M | -12.5% | -18.4% | +5.9% | -11.2% |
| 6M | -21.4% | -23.3% | +1.8% | -20.3% |
| YTD | -3.5% | -1.2% | -2.3% | -6.0% |
| 1Y | +17.4% | +2.3% | +15.0% | +12.7% |
| 3Y | +291.3% | +162.3% | +129.0% | +218.6% |
| 5Y | +241.9% | +287.2% | -45.3% | +148.3% |
| 10Y | +322.7% | +1,009.6% | -687.0% | +140.0% |
| All | +270.7% | +73.5% | +197.1% | +74.0% |
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 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