+1,597.9%
TSCO vs UEC
+78.8%
+1,519.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.2% | +0.6% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +2.8% | +5.6% | -2.8% | +2.2% |
| 3M | +17.9% | -5.7% | +23.6% | +17.7% |
| 6M | -28.6% | -8.0% | -20.5% | -29.0% |
| YTD | -28.0% | +1.8% | -29.8% | -29.4% |
| 1Y | -39.9% | +0.6% | -40.4% | -41.4% |
| 3Y | -14.0% | +155.2% | -169.1% | -24.2% |
| 5Y | -2.9% | +305.8% | -308.7% | -20.7% |
| 10Y | +199.5% | +943.0% | -743.5% | +108.8% |
| All | +1,597.9% | +78.8% | +1,519.1% | +975.2% |
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