+2,664.3%
TSLA vs UEC
+885.8%
+1,778.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.5% |
| 7D | +3.2% | -9.4% | +12.7% | +5.2% |
| 30D | +11.6% | -8.0% | +19.6% | +13.1% |
| 3M | -8.4% | -1.7% | -6.8% | -8.7% |
| 6M | -10.4% | -26.1% | +15.8% | -6.7% |
| YTD | -18.7% | -10.5% | -8.2% | -19.6% |
| 1Y | -0.9% | -13.3% | +12.4% | -3.2% |
| 3Y | +33.6% | +116.4% | -82.8% | +2.3% |
| 5Y | +48.9% | +225.5% | -176.6% | -2.8% |
| All | +2,664.3% | +885.8% | +1,778.4% | +1,147.8% |
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 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