-97.0%
TSLQ vs UEC
+261.8%
-358.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.1% |
| 7D | -5.8% | -6.9% | +1.2% | -8.2% |
| 30D | -22.1% | +7.6% | -29.7% | -18.7% |
| 3M | +10.1% | -18.4% | +28.4% | +8.3% |
| 6M | -6.8% | -23.3% | +16.5% | -5.9% |
| YTD | +8.5% | -1.2% | +9.7% | +21.6% |
| 1Y | -49.7% | +2.3% | -52.0% | -40.7% |
| 3Y | -95.6% | +162.3% | -257.9% | -91.1% |
| All | -97.0% | +261.8% | -358.7% | -93.3% |
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