+462.8%
TSEM vs UEC
+0.2%
+462.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.7% |
| 7D | +7.0% | -3.8% | +10.7% | +7.6% |
| 30D | -29.8% | -13.5% | -16.3% | -28.0% |
| 3M | -41.9% | -40.5% | -1.4% | -37.6% |
| 6M | -45.8% | -56.7% | +10.9% | -39.3% |
| YTD | +25.1% | -43.0% | +68.1% | +34.5% |
| 1Y | +48.2% | -42.5% | +90.8% | +58.9% |
| 3Y | +476.5% | +11.6% | +464.9% | +449.6% |
| 5Y | +301.4% | +21.8% | +279.7% | +253.8% |
| 10Y | +812.9% | +623.9% | +189.0% | +477.3% |
| All | +462.8% | +0.2% | +462.6% | +243.8% |
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