-97.7%
TSLQ vs UEC
+108.8%
-206.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.0% |
| 7D | -16.8% | -3.8% | -13.1% | -17.5% |
| 30D | -18.0% | -13.5% | -4.5% | -20.3% |
| 3M | -34.5% | -40.5% | +6.0% | -43.0% |
| 6M | -8.9% | -56.7% | +47.8% | -25.2% |
| YTD | -19.0% | -43.0% | +24.0% | -23.2% |
| 1Y | -38.2% | -42.5% | +4.3% | -40.1% |
| 3Y | -96.9% | +11.6% | -108.5% | -95.1% |
| All | -97.7% | +108.8% | -206.5% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling