-18.4%
TSCO vs UEC
+134.5%
-152.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.2% |
| 7D | -3.1% | -4.3% | +1.1% | -3.0% |
| 30D | -4.4% | -3.8% | -0.5% | -4.3% |
| 3M | +9.7% | +17.0% | -7.3% | +8.8% |
| 6M | -32.4% | -23.9% | -8.5% | -32.1% |
| YTD | -31.7% | -5.7% | -26.0% | -32.2% |
| 1Y | -41.3% | -12.5% | -28.7% | -41.8% |
| All | -18.4% | +134.5% | -152.9% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling