-9.8%
TRI vs UEC
+198.6%
-208.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.9% |
| 7D | -7.9% | -9.4% | +1.6% | -7.6% |
| 30D | -4.5% | -8.0% | +3.5% | -4.4% |
| 3M | +22.1% | -1.7% | +23.8% | +21.9% |
| 6M | -2.8% | -26.1% | +23.4% | -2.4% |
| YTD | -23.4% | -10.5% | -12.9% | -24.4% |
| 1Y | -41.5% | -13.3% | -28.3% | -42.5% |
| 3Y | -19.2% | +116.4% | -135.6% | -27.5% |
| All | -9.8% | +198.6% | -208.4% | -23.8% |
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