+181.2%
TSCO vs UEC
+885.8%
-704.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -1.1% |
| 7D | -5.7% | -9.4% | +3.8% | -4.9% |
| 30D | -8.8% | -8.0% | -0.8% | -8.3% |
| 3M | +6.3% | -1.7% | +8.0% | +6.0% |
| 6M | -32.3% | -26.1% | -6.1% | -31.5% |
| YTD | -32.7% | -10.5% | -22.2% | -33.4% |
| 1Y | -43.7% | -13.3% | -30.4% | -44.7% |
| 3Y | -19.7% | +116.4% | -136.0% | -30.3% |
| 5Y | -11.6% | +225.5% | -237.2% | -29.9% |
| All | +181.2% | +885.8% | -704.6% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling