+5.0%
TSLL vs UEC
-39.2%
+44.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.9% | -12.0% | -14.5% |
| 7D | -28.9% | -20.5% | -8.4% | -16.2% |
| 30D | -21.4% | -35.9% | +14.5% | +4.5% |
| 3M | +5.0% | -39.6% | +44.5% | +43.9% |
| All | +5.0% | -39.2% | +44.1% | +43.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling