+786.5%
TSEM vs UEC
+616.1%
+170.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.6% |
| 7D | +7.0% | -3.8% | +10.7% | +7.8% |
| 30D | -29.8% | -13.5% | -16.3% | -27.5% |
| 3M | -41.9% | -40.5% | -1.4% | -36.2% |
| 6M | -45.8% | -56.7% | +10.9% | -37.3% |
| YTD | +25.1% | -43.0% | +68.1% | +37.5% |
| 1Y | +48.2% | -42.5% | +90.8% | +62.4% |
| 3Y | +476.5% | +11.6% | +464.9% | +445.3% |
| 5Y | +301.4% | +21.8% | +279.7% | +242.9% |
| All | +786.5% | +616.1% | +170.4% | +426.6% |
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