+1,282.5%
TSEM vs UEC
+885.8%
+396.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.8% | +2.6% |
| 7D | -4.9% | -9.4% | +4.6% | -3.3% |
| 30D | -18.7% | -8.0% | -10.7% | -17.9% |
| 3M | -18.1% | -1.7% | -16.4% | -18.1% |
| 6M | +77.1% | -26.1% | +103.2% | +84.6% |
| YTD | +80.1% | -10.5% | +90.7% | +81.7% |
| 1Y | +220.4% | -13.3% | +233.7% | +221.7% |
| 3Y | +650.1% | +116.4% | +533.7% | +531.6% |
| 5Y | +628.9% | +225.5% | +403.3% | +423.1% |
| All | +1,282.5% | +885.8% | +396.6% | +641.4% |
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