-95.5%
TSLQ vs UEC
+146.8%
-242.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.8% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -23.8% | +1.9% | -25.7% | -21.8% |
| 3M | -7.0% | +8.9% | -15.9% | +0.7% |
| 6M | -17.1% | -14.5% | -2.7% | -13.2% |
| YTD | +0.1% | -0.7% | +0.7% | +13.6% |
| 1Y | -51.2% | -4.1% | -47.1% | -42.8% |
| All | -95.5% | +146.8% | -242.3% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling