-36.6%
TSLL vs UEC
-57.1%
+20.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.9% | -12.0% | -15.9% |
| 7D | -28.9% | -20.5% | -8.4% | -18.0% |
| 30D | -21.4% | -35.9% | +14.5% | +1.3% |
| 3M | +5.0% | -39.6% | +44.5% | +39.1% |
| 6M | -36.6% | -55.3% | +18.7% | -2.8% |
| All | -36.6% | -57.1% | +20.5% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling