-48.9%
TSLL vs UEC
-40.9%
-8.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.1% | +0.8% | +5.9% |
| 7D | -14.3% | +1.5% | -15.8% | -14.1% |
| 30D | -6.2% | -17.1% | +10.9% | +2.6% |
| 3M | +21.2% | -32.3% | +53.5% | +44.4% |
| 6M | -36.6% | -49.7% | +13.2% | -16.2% |
| YTD | -47.8% | -34.8% | -13.0% | -37.8% |
| All | -48.9% | -40.9% | -8.0% | -39.2% |
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