-48.9%
TSLL vs UEC
+72.6%
-121.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.4% |
| 7D | +0.5% | +0.6% | -0.1% | +1.2% |
| 30D | +2.7% | -18.1% | +20.8% | +12.3% |
| 3M | +26.3% | -36.9% | +63.2% | +53.1% |
| 6M | -37.2% | -56.1% | +18.9% | -13.2% |
| YTD | -44.2% | -38.1% | -6.1% | -34.7% |
| 1Y | -44.0% | -41.7% | -2.3% | -33.5% |
| 3Y | 0.0% | +28.2% | -28.2% | -26.1% |
| All | -48.9% | +72.6% | -121.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling