-51.9%
TSLL vs UEC
+183.8%
-235.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.8% | +6.6% |
| 7D | +5.8% | +2.6% | +3.2% | +4.7% |
| 30D | +21.7% | +5.6% | +16.1% | +19.0% |
| 3M | -28.2% | -5.7% | -22.5% | -27.3% |
| 6M | -29.5% | -8.0% | -21.4% | -28.5% |
| YTD | -47.5% | +1.8% | -49.3% | -50.1% |
| 1Y | -20.8% | +0.6% | -21.4% | -27.9% |
| 3Y | -26.7% | +155.2% | -181.9% | -59.6% |
| All | -51.9% | +183.8% | -235.7% | -75.1% |
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