-55.4%
TSLL vs UEC
+175.4%
-230.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.0% |
| 7D | +1.9% | -6.9% | +8.8% | +4.9% |
| 30D | +17.8% | +7.6% | +10.1% | +14.2% |
| 3M | -37.0% | -18.4% | -18.6% | -32.3% |
| 6M | -37.7% | -23.3% | -14.4% | -32.4% |
| YTD | -51.4% | -1.2% | -50.2% | -53.2% |
| 1Y | -23.4% | +2.3% | -25.7% | -31.0% |
| 3Y | -30.8% | +162.3% | -193.1% | -62.2% |
| All | -55.4% | +175.4% | -230.9% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling