-56.8%
TSLL vs UEC
+65.2%
-122.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.9% | +5.8% |
| 7D | -21.2% | -10.2% | -11.0% | -16.8% |
| 30D | -13.3% | -26.9% | +13.6% | -0.6% |
| 3M | +15.4% | -35.7% | +51.1% | +39.0% |
| 6M | -34.2% | -56.1% | +21.9% | -9.0% |
| YTD | -52.9% | -40.8% | -12.1% | -43.8% |
| 1Y | -54.3% | -43.4% | -11.0% | -45.1% |
| 3Y | -18.4% | +25.4% | -43.7% | -39.0% |
| All | -56.8% | +65.2% | -122.0% | -72.0% |
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