-3.3%
TSLL vs UEC
+37.5%
-40.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.1% | +0.8% | +6.3% |
| 7D | -14.3% | +1.5% | -15.8% | -14.0% |
| 30D | -6.2% | -17.1% | +10.9% | +2.5% |
| 3M | +21.2% | -32.3% | +53.5% | +43.8% |
| 6M | -36.6% | -49.7% | +13.2% | -16.0% |
| YTD | -47.8% | -34.8% | -13.0% | -39.9% |
| 1Y | -45.2% | -37.5% | -7.7% | -36.5% |
| 3Y | -3.3% | +37.1% | -40.3% | -26.6% |
| All | -3.3% | +37.5% | -40.8% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling