-60.3%
TSLL vs UEC
+54.7%
-114.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.9% | -12.0% | -17.7% |
| 7D | -28.9% | -20.5% | -8.4% | -21.1% |
| 30D | -21.4% | -35.9% | +14.5% | -5.0% |
| 3M | +5.0% | -39.6% | +44.5% | +29.7% |
| 6M | -36.6% | -55.3% | +18.7% | -12.8% |
| YTD | -56.6% | -44.5% | -12.1% | -46.9% |
| 1Y | -60.9% | -50.4% | -10.4% | -50.3% |
| 3Y | -25.2% | +12.1% | -37.3% | -41.7% |
| All | -60.3% | +54.7% | -114.9% | -73.5% |
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