-49.1%
TSLL vs UEC
+58.9%
-108.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.7% | -2.8% |
| 7D | +17.8% | -3.8% | +21.6% | +19.6% |
| 30D | +8.2% | -13.5% | +21.8% | +15.8% |
| 3M | +20.9% | -40.5% | +61.3% | +50.1% |
| 6M | -37.5% | -56.7% | +19.2% | -13.1% |
| YTD | -44.5% | -43.0% | -1.5% | -32.8% |
| 1Y | -33.0% | -42.5% | +9.6% | -20.1% |
| 3Y | -6.4% | +11.6% | -17.9% | -27.0% |
| All | -49.1% | +58.9% | -108.1% | -66.5% |
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 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