+679.5%
TSEM vs UEC
+156.3%
+523.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.2% | -1.9% |
| 7D | +10.4% | +2.6% | +7.8% | +9.7% |
| 30D | -12.9% | +5.6% | -18.5% | -14.6% |
| 3M | -9.2% | -5.7% | -3.5% | -9.0% |
| 6M | +98.8% | -8.0% | +106.8% | +99.2% |
| YTD | +87.2% | +1.8% | +85.4% | +83.7% |
| 1Y | +239.0% | +0.6% | +238.4% | +229.3% |
| 3Y | +679.5% | +155.2% | +524.4% | +494.5% |
| All | +679.5% | +156.3% | +523.3% | +494.5% |
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