+306.9%
TRI vs UEC
+74.4%
+232.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.7% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -6.5% | +1.9% | -8.4% | -6.7% |
| 3M | +18.6% | +8.9% | +9.7% | +17.4% |
| 6M | -10.4% | -14.5% | +4.0% | -10.7% |
| YTD | -23.7% | -0.7% | -23.0% | -25.1% |
| 1Y | -42.5% | -4.1% | -38.4% | -43.8% |
| 3Y | -19.3% | +148.9% | -168.2% | -27.9% |
| 5Y | -9.7% | +300.0% | -309.7% | -25.0% |
| 10Y | +194.4% | +994.3% | -799.9% | +108.8% |
| All | +306.9% | +74.4% | +232.5% | +150.1% |
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