+852.7%
TSEM vs UEC
+631.2%
+221.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.5% |
| 7D | +20.5% | +4.9% | +15.6% | +19.5% |
| 30D | -29.0% | -17.5% | -11.5% | -26.0% |
| 3M | -39.4% | -40.1% | +0.8% | -33.4% |
| 6M | -28.5% | -56.1% | +27.6% | -17.6% |
| YTD | +34.4% | -41.8% | +76.2% | +47.2% |
| 1Y | +48.3% | -44.8% | +93.1% | +63.4% |
| 3Y | +543.5% | +20.6% | +523.0% | +501.3% |
| 5Y | +331.4% | +24.3% | +307.1% | +267.0% |
| All | +852.7% | +631.2% | +221.5% | +463.6% |
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