-97.1%
TSLQ vs UEC
+245.5%
-342.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +0.5% |
| 7D | +5.7% | -4.3% | +9.9% | +4.2% |
| 30D | -21.1% | -3.8% | -17.2% | -20.9% |
| 3M | -11.5% | +17.0% | -28.5% | -2.8% |
| 6M | -14.9% | -23.9% | +9.0% | -14.6% |
| YTD | +2.4% | -5.7% | +8.1% | +13.0% |
| 1Y | -49.8% | -12.5% | -37.2% | -43.9% |
| 3Y | -95.8% | +136.5% | -232.3% | -91.8% |
| All | -97.1% | +245.5% | -342.6% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling