-39.7%
TSLL vs UEC
-46.0%
+6.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.9% | +9.3% | +6.3% |
| 7D | +33.0% | +4.9% | +28.0% | +29.7% |
| 30D | +7.7% | -17.5% | +25.2% | +18.3% |
| 3M | +34.7% | -40.1% | +74.9% | +69.7% |
| 6M | -31.5% | -56.1% | +24.6% | -4.0% |
| YTD | -42.4% | -41.8% | -0.6% | -27.3% |
| 1Y | -39.7% | -44.8% | +5.1% | -24.9% |
| All | -39.7% | -46.0% | +6.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling